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First-order methods in optimization

By: Language: English Series: MOS-SIAM series on optimization | / edited by Katya Scheinberg; no.25Publication details: SIAM 2017 PhiladelphiaDescription: xii, 475pISBN:
  • 9781611974980
Subject(s): DDC classification:
  • 519.6 B388f
Summary: The primary goal of this book is to provide a self-contained, comprehensive study of the main first-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration cost as well as low memory storage. The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books. First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both variables and functional decomposition methods.
List(s) this item appears in: New arrival Dec. 02 to 08, 2019
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Books Books PK Kelkar Library, IIT Kanpur General Stacks 519.6 B388f (Browse shelf(Opens below)) Available A185020
Total holds: 0

The primary goal of this book is to provide a self-contained, comprehensive study of the main first-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration cost as well as low memory storage.
The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books.

First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both variables and functional decomposition methods.

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