Lectures on Convex Optimization
2nd Edition
Published on 19. November 2018
XXIII, 589 pages
978-3-319-91578-4 (ISBN)
Description
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 findthis 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.Reviews / Votes
"It is a must-read for both students involved in the operations research programs, as well as the researchers in the area of nonlinear programming, in particular in convex optimization." (Marcin Anholcer, zbMATH 1427.90003, 2020)More details
Series
Edition
Second Edition 2018
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Target group
Primary & secondary/elementary & high school
Product notice
Reflowable
Illustrations
XXIII, 589 p. 1 illus.
File size
6,30 MB
ISBN-13
978-3-319-91578-4 (9783319915784)
DOI
10.1007/978-3-319-91578-4
Schweitzer Classification
Other editions
Additional editions
Yurii Nesterov
Lectures on Convex Optimization
Book
12/2018
2nd Edition
Springer
€69.54
Shipment within 10-15 days
Person
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).
Content
Introduction.- Part I Black-Box Optimization.- 1 Nonlinear Optimization.- 2 Smooth Convex Optimization.- 3 Nonsmooth Convex Optimization.- 4 Second-Order Methods.- Part II Structural Optimization.- 5 Polynomial-time Interior-Point Methods.- 6 Primal-Dual Model of Objective Function.- 7 Optimization in Relative Scale.- Bibliographical Comments.- Appendix A. Solving some Auxiliary Optimization Problems.- References.- Index.
