MM Optimization Algorithms - Couverture rigide

Lange, Kenneth

 
9781611974393: MM Optimization Algorithms
Couverture rigide
ISBN 10 : 1611974399 ISBN 13 : 9781611974393
Editeur : Society for Industrial & Applied Mathematics,U.S., 2016

Synopsis

Offers an overview of the MM principle, a device for deriving optimization algorithms satisfying the ascent or descent property. These algorithms can:

  • Separate the variables of a problem.
  • Avoid large matrix inversions.
  • Linearize a problem.
  • Restore symmetry.
  • Deal with equality and inequality constraints gracefully.
  • Turn a non-differentiable problem into a smooth problem.

    • The author:
      • Presents the first extended treatment of MM algorithms, which are ideal for high-dimensional optimization problems in data mining, imaging, and genomics.
      • Derives numerous algorithms from a broad diversity of application areas, with a particular emphasis on statistics, biology, and data mining.
      • Summarizes a large amount of literature that has not reached book form before.

    Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    Society for Industrial & Applied Mathematics,U.S.
    Date d'édition
    2016
    Langue
    anglais
    ISBN 10 
    1611974399
    ISBN 13 
    9781611974393
    Reliure
    Relié
    Nombre de pages
    232
    Coordonnées du fabricant
    non disponible
    Personne responsable
    non disponible