Differentiable Optimization and Equation Solving

An overview of the dramatic reorganization in reaction to N. Karmakar's seminal 1984 paper on algorithmic linear programming in the area of algorithmic differentiable optimization and equation-solving, or, more simply, algorithmic differentiable programming. Aimed at readers familiar with advanced calculus and numerical analysis.

Contenu

The Karmarkar Revolution The Newton-Cauchy Method Euler-Newton and Lagrange-NC Methods A Misleading Paradigm CG and the Line Search Gilding the Nelder-Mead Lily Historic Parallels LP from the Newton-Cauchy Perspective Diagonal Metrics and the QC Method LP from the Euler-Newton Perspective Log-Barrier Transformations Karmarkar Potentials and Algorithms Algorithmic Principles Multialgorithms: A New Paradigm An Emerging Discipline Bibliography Index