Lectures on Convex Optimization - Couverture rigide

Livre 132 sur 176: Springer Optimization and Its Applications

Nesterov, Yurii

 
9783319915777: Lectures on Convex Optimization
Couverture rigide
ISBN 10 : 3319915770 ISBN 13 : 9783319915777
Editeur : Springer International Publishing AG, 2018

Synopsis

This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning.

Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended the abilities of gradient-type methods. Several powerful approaches in structural optimization, including optimization in relative scale and polynomial-time interior-point methods, are also discussed in detail.

Researchers in theoretical optimization as well as professionals working on optimization problems will find this book very useful. It presents many successful examples of how to develop very fast specialized minimization algorithms. Based on the author's lectures, it can naturally serve as the basis for introductory and advanced courses in convex optimization for students in engineering, economics, computer science and mathematics.

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À propos de l'auteur

​Yurii Nesterov is a well-known specialist in optimization. He is an author of pioneering works related to fast gradient methods, polynomial-time interior-point methods, smoothing technique, regularized Newton methods, and others. He is a winner of several prestigious international prizes, including George Danzig prize (2000), von Neumann Theory prize (2009), SIAM Outstanding Paper Award (20014), and Euro Gold Medal (2016).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer International Publishing AG
Date d'édition
2018
Langue
anglais
ISBN 10 
3319915770
ISBN 13 
9783319915777
Reliure
Relié
Numéro d'édition
2
Nombre de pages
612
Coordonnées du fabricant
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