Cover image for Optimization in Function Spaces : With Stability Considerations in Orlicz Spaces.
Optimization in Function Spaces : With Stability Considerations in Orlicz Spaces.
Title:
Optimization in Function Spaces : With Stability Considerations in Orlicz Spaces.
Author:
Kosmol, Peter.
ISBN:
9783110250213
Personal Author:
Physical Description:
1 online resource (388 pages)
Series:
De Gruyter Series in Nonlinear Analysis and Applications ; v.13

De Gruyter Series in Nonlinear Analysis and Applications
Contents:
Preface -- Contents -- 1 Approximation in Orlicz Spaces -- 1.1 Introduction -- 1.2 A Brief Framework for Approximation in Orlicz Spaces -- 1.3 Approximation in C(T) -- 1.3.1 Chebyshev Approximations in C(T) -- 1.3.2 Approximation in Haar Subspaces -- 1.4 Discrete LΦ-approximations -- 1.4.1 Discrete Chebyshev Approximation -- 1.4.2 Linear LΦ-approximation for Finite Young Functions -- 1.5 Determination of the Linear LΦ-approximation -- 1.5.1 System of Equations for the Coefficients -- 1.5.2 The Method of Karlovitz -- 2 Polya Algorithms in Orlicz Spaces -- 2.1 The Classical Polya Algorithm -- 2.2 Generalized Polya Algorithm -- 2.3 Polya Algorithm for the Discrete Chebyshev Approximation -- 2.3.1 The Strict Approximation as the Limit of Polya Algorithms -- 2.3.2 About the Choice of the Young Functions -- 2.3.3 Numerical Execution of the Polya Algorithm -- 2.4 Stability of Polya Algorithms in Orlicz Spaces -- 2.5 Convergence Estimates and Robustness -- 2.5.1 Two-Stage Optimization -- 2.5.2 Convergence Estimates -- 2.6 A Polya-Remez Algorithm in C(T) -- 2.7 Semi-infinite Optimization Problems -- 2.7.1 Successive Approximation of the Restriction Set -- 3 Convex Sets and Convex Functions -- 3.1 Geometry of Convex Sets -- 3.2 Convex Functions -- 3.3 Difference Quotient and Directional Derivative -- 3.3.1 Geometry of the Right-sided Directional Derivative -- 3.4 Necessary and Sufficient Optimality Conditions -- 3.4.1 Necessary Optimality Conditions -- 3.4.2 Sufficient Condition: Characterization Theorem of Convex Optimization -- 3.5 Continuity of Convex Functions -- 3.6 Fréchet Differentiability -- 3.7 Convex Functions in Rn -- 3.8 Continuity of the Derivative -- 3.9 Separation Theorems -- 3.10 Subgradients -- 3.11 Conjugate Functions -- 3.12 Theorem of Fenchel.

3.13 Existence of Minimal Solutions for Convex Optimization -- 3.14 Lagrange Multipliers -- 4 Numerical Treatment of Non-linear Equations and Optimization Problems -- 4.1 Newton Method -- 4.2 Secant Methods -- 4.3 Global Convergence -- 4.3.1 Damped Newton Method -- 4.3.2 Globalization of Secant Methods for Equations -- 4.3.3 Secant Method for Minimization -- 4.4 A Matrix-free Newton Method -- 5 Stability and Two-stage Optimization Problems -- 5.1 Lower Semi-continuous Convergence and Stability -- 5.1.1 Lower Semi-equicontinuity and Lower Semi-continuous Convergence -- 5.1.2 Lower Semi-continuous Convergence and Convergence of Epigraphs -- 5.2 Stability for Monotone Convergence -- 5.3 Continuous Convergence and Stability for Convex Functions -- 5.3.1 Stability Theorems -- 5.4 Convex Operators -- 5.5 Quantitative Stability Considerations in Rn -- 5.6 Two-stage Optimization -- 5.6.1 Second Stages and Stability for Epsilon-solutions -- 5.7 Stability for Families of Non-linear Equations -- 5.7.1 Stability for Monotone Operators -- 5.7.2 Stability for Wider Classes of Operators -- 5.7.3 Two-stage Solutions -- 6 Orlicz Spaces -- 6.1 Young Functions -- 6.2 Modular and Luxemburg Norm -- 6.2.1 Examples of Orlicz Spaces -- 6.2.2 Structure of Orlicz Spaces -- 6.2.3 The Δ2-condition -- 6.3 Properties of the Modular -- 6.3.1 Convergence in Modular -- 6.3.2 Level Sets and Balls -- 6.3.3 Boundedness of the Modular -- 7 Orlicz Norm and Duality -- 7.1 The Orlicz Norm -- 7.2 Hölder's Inequality -- 7.3 Lower Semi-continuity and Duality of the Modular -- 7.4 Jensen's Integral Inequality and the Convergence in Measure -- 7.5 Equivalence of the Norms -- 7.6 Duality Theorems -- 7.7 Reflexivity -- 7.8 Separability and Bases of Orlicz Spaces -- 7.8.1 Separability -- 7.8.2 Bases -- 7.9 Amemiya formula and Orlicz Norm.

8 Differentiability and Convexity in Orlicz Spaces -- 8.1 Flat Convexity and Weak Differentiability -- 8.2 Flat Convexity and Gâteaux Differentiability of Orlicz Spaces -- 8.3 A-differentiability and B-convexity -- 8.4 Local Uniform Convexity, Strong Solvability and Fréchet Differentiability of the Conjugate -- 8.4.1 E-spaces -- 8.5 Fréchet differentiability and Local Uniform Convexity in Orlicz Spaces -- 8.5.1 Fréchet Differentiability of Modular and Luxemburg Norm -- 8.5.2 Fréchet Differentiability and Local Uniform Convexity -- 8.5.3 Fréchet Differentiability of the Orlicz Norm and Local Uniform Convexity of the Luxemburg Norm -- 8.5.4 Summary -- 8.6 Uniform Convexity and Uniform Differentiability -- 8.6.1 Uniform Convexity of the Orlicz Norm -- 8.6.2 Uniform Convexity of the Luxemburg Norm -- 8.7 Applications -- 8.7.1 Regularization of Tikhonov Type -- 8.7.2 Ritz's Method -- 8.7.3 A Greedy Algorithm in Orlicz Space -- 9 Variational Calculus -- 9.1 Introduction -- 9.1.1 Equivalent Variational Problems -- 9.1.2 Principle of Pointwise Minimization -- 9.1.3 Linear Supplement -- 9.2 Smoothness of Solutions -- 9.3 Weak Local Minima -- 9.3.1 Carathéodory Minimale -- 9.4 Strong Convexity and Strong Local Minima -- 9.4.1 Strong Local Minima -- 9.5 Necessary Conditions -- 9.5.1 The Jacobi Equation as a Necessary Condition -- 9.6 C1-variational Problems -- 9.7 Optimal Paths -- 9.8 Stability Considerations for Variational Problems -- 9.8.1 Parametric Treatment of the Dido problem -- 9.8.2 Dido problem -- 9.8.3 Global Optimal Paths -- 9.8.4 General Stability Theorems -- 9.8.5 Dido problem with Two-dimensional Quadratic Supplement -- 9.8.6 Stability in Orlicz-Sobolev Spaces -- 9.9 Parameter-free Approximation of Time Series Data by Monotone Functions.

9.9.1 Projection onto the Positive Cone in Sobolev Space -- 9.9.2 Regularization of Tikhonov-type -- 9.9.3 A Robust Variant -- 9.10 Optimal Control Problems -- 9.10.1 Minimal Time Problem as a Linear L1-approximation Problem -- Bibliography -- List of Symbols -- Index.
Abstract:
This is an essentially self-contained book on the theory of convex functions and convex optimization in Banach spaces, with a special interest in Orlicz spaces. Approximate algorithms based on the stability principles and the solution of the corresponding nonlinear equationsaredeveloped in this text.A synopsis of the geometry of Banach spaces, aspects of stability and the duality of different levels of differentiability and convexity is developed. And it isprovided a novel approach to the fundamental theorems of Variational Calculus based on the principle of pointwise minimization of the Lagrangian on the one hand and convexification by quadratic supplements using the classical Legendre-Ricatti equation on the other. The reader should be familiar with the concepts of mathematical analysis and linear algebra. Some awareness of the principles of measure theory will turn out to be helpful. The book is suitable for students of the second half of undergraduate studies, and it provides a rich set of material for a master course on linear and nonlinear functional analysis. Additionally it offers novel aspects at the advanced level.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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