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portada Large-Scale Convex Optimization: Algorithm Analysis via Monotone Operators
Type
Physical Book
Year
2022
Language
Inglés
Pages
318
Format
Hardcover
Dimensions
25.4 x 17.8 x 1.9 cm
Weight
0.77 kg.
ISBN13
9781009160858
Categories

Large-Scale Convex Optimization: Algorithm Analysis via Monotone Operators

Ernest K. Ryu (Author) · Wotao Yin (Author) · Cambridge University Press · Hardcover

Large-Scale Convex Optimization: Algorithm Analysis via Monotone Operators - Ryu, Ernest K. ; Yin, Wotao

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Synopsis "Large-Scale Convex Optimization: Algorithm Analysis via Monotone Operators"

Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods - including parallel-distributed algorithms - through the abstraction of monotone operators. With the increased computational power and availability of big data over the past decade, applied disciplines have demanded that larger and larger optimization problems be solved. This text covers the first-order convex optimization methods that are uniquely effective at solving these large-scale optimization problems. Readers will have the opportunity to construct and analyze many well-known classical and modern algorithms using monotone operators, and walk away with a solid understanding of the diverse optimization algorithms. Graduate students and researchers in mathematical optimization, operations research, electrical engineering, statistics, and computer science will appreciate this concise introduction to the theory of convex optimization algorithms.

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