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Technical The Approximate Minimization of Functionals
Posted on 2010-08-27
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More James W. Daniel, "The Approximate Minimization of Functionals" PREFACE This material was prepared for use as a text in support of my lectures at the 1969 session on "Minimization problems" of l'Ecole d'Ete Analyse Numerique held at Le Breau-sans-Nappe, France, and sponsored by the Commissariat a l'Energie Atomique, Gaz de France, and l'Electricite de France; I gratefully acknowledge the financial support of those organizations and their cooperation in reproducing this text. Of course those ideas in this text which are primarily the author's did not come to light only during the period of writing; therefore I must also acknowledge several other sources of support in recent years, particularly the National Science Foundation, the- Office of Naval Research, the Mathematics Research left at the University of Wisconsin, and the Computer Sciences Department at the University of Wisconsin, Madison. It is a great pleasure fpr me to acknowledge the invaluable cooperation of my three assistants at I'Ecole d'Ete, Mssrs. Chavent, Yvon, and Tremolieres, and the students there, especially Mr. Lascaux, whose questions, comments, and suggestions were of great help to me. This book represents an attempt at a general presentation of problems involved in the approximate minimization of functionals. As such it treats in the first chapter the general area of variational problems and the question of the existence of solutions, in the next two chapters the question of the convergence of approximate solutions of discretized variational problems in general and in specific important cases, in the next two chapters the theory of gradient methods of minimization in general spaces, and in the final four chapters practical computational methods of minimization in ER'. Although a significant amount of material is presented concerning constrained minimization problems, the primary emphasis of this text is on unconstrained problems, particularly in the last four chapters; this is not a text on mathematical programming. In the last four chapters on "practical" methods, detailed computational algorithms or computer programs are not presented. The rather "theoretical" presentation of this "practical" material reflects my feeling that analysis and understanding of an algorithm, even under specialized hypotheses, is all-important in the creation of new methods; whenever possible, however, the references include sources of computer programs or detailed computational descriptions of the implementations of algorithms. The references presented here give a reasonably thorough coverage of the most important English language literature on minimization methods, although no claim is made of completeness. Although many of the important results of Russian papers can also be found in English, the largest gaps in the references are with respect to the very extensive literature in Russian. I hope to correct this shortcoming at some future time. JAMES W. DANIEL Madison, Wisconsin Download
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