Lectures on Convex Optimization

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, th...

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Hlavní autor: Nesterov, Yurii (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing, 2018.
Vydání:2nd ed. 2018.
Edice:Springer Optimization and Its Applications, 137
Témata:
Mathematical optimization.
Algorithms.
ISBN:9783319915784
ISSN:1931-6828 ;
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Obsah:
  • 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.

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