First-order methods in optimization
Language: English Series: MOS-SIAM series on optimization | / edited by Katya Scheinberg; no.25Publication details: SIAM 2017 PhiladelphiaDescription: xii, 475pISBN:- 9781611974980
- 519.6 B388f
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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PK Kelkar Library, IIT Kanpur | General Stacks | 519.6 B388f (Browse shelf(Opens below)) | Available | A185020 |
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519.6 B146i Introduction to nonsmooth optimization | 519.6 B282 NONLINEAR OPTIMIZATION WITH FINANCIAL APPLICATIONS | 519.6 B283n Nonlinear optimization with engineering applications | 519.6 B388f First-order methods in optimization | 519.6 B389P PRINCIPLES OF OPTIMIZATION THEORY | 519.6 B389P PRINCIPLES OF OPTIMIZATION THEORY | 519.6 B43r Robust optimization |
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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