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Convergence: Background Material

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Simulation-Based Optimization

Part of the book series: Operations Research/Computer Science Interfaces Series ((ORCS,volume 25))

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Abstract

This chapter introduces some fundamental mathematical notions that will be useful in understanding the analysis presented in the subsequent chapters. The aim of this chapter is to introduce elements of the mathematical framework needed for analyzing the convergence of algorithms discussed in this book. Much of the material presented in this chapter is related to mathematical analysis and as such a reader with a good grasp of mathematical analysis may skip this chapter. To follow Chapter 12, the reader should read all material up to and including Theorem 11.2 in this chapter. All the ideas developed in this chapter will be needed in Chapter 13.

Mathematics is the language of engineering.

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© 2003 Springer Science+Business Media New York

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Gosavi, A. (2003). Convergence: Background Material. In: Simulation-Based Optimization. Operations Research/Computer Science Interfaces Series, vol 25. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3766-0_11

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  • DOI: https://doi.org/10.1007/978-1-4757-3766-0_11

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-5354-4

  • Online ISBN: 978-1-4757-3766-0

  • eBook Packages: Springer Book Archive

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