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Condition numbers and Ritz type methods in unconstrained optimization

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Abstrakty
EN
Condition numbers for infinite-dimensional optimization, as defined in Zolezzi (2002, 2003), are shown to exhibit a stable behavior when employing finite-dimensional solution methods of the Ritz type, in particular finite elements. The same behavior is shown to hold in connection with the so called extended Ritz method.
Rocznik
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811--822
Opis fizyczny
Bibliogr. 13 poz.
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Bibliografia
  • CIARLET, P.G. (1973) Orders of convergence in finite element methods. In: J.R. Whiteman, ed., The Mathematics of Finite Elements and Applications. Academic Press, London, 113-129.
  • CIARLET, P.G. (1978) The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam.
  • DEMMEL, J.W. (1987) On the condition numbers and the distance to the nearest ill-posed problem. Numer. Math. 51, 251-289.
  • GILL, P., MURRAY, W. and WRIGHT, M. (1991) Numerical Linear Algebra and Optimization, Vol. 1. Addison-Wesley, Redwood City.
  • KURKOVA, V. and SANGUINETI, M. (2005) Error estimates for approximate optimization by the extended Ritz method. SIAM J. Optim. 15, 461-487.
  • MELKES, F. (1970) The finite element method for non-linear problems. Ap-likace Matematiky 15, 177-189.
  • PHELPS, R.R. (1989) Convex Functions, Monotone Operators and Differentiability. Lecture Notes in Math. 1364, Springer, Berlin.
  • QUARTERONI, A. and VALLI, A. (1994) Numerical Approximation of Partial Differential Equations. Springer, Berlin.
  • STRANG, G. and Fix, G. (1973) An Analysis of the Finite Element Method. Prentice-Hall, Englewood Cliffs.
  • ZOLEZZI, T. (2002) On the distance theorem in quadratic optimization. J. Convex Anal. 9, 993-700.
  • ZOLEZZI, T. (2003) Condition number theorems in optimization. SIAM J. Optim. 14, 507-516.
  • ZOLEZZI, T. (2007) Stability under perturbations of some condition numbers in optimization. To appear in Math. Programming B.
  • ZOPPOLI, R., SANGUINETI, M. AND PARISINI, T. (2002) Approximating networks and extended Ritz method for the solution of functional optimization problems. J. Optim. Theory Appl. 112, 403-440.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0017-0070
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