000 | 01666 a2200205 4500 | ||
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020 | _a9781611974980 | ||
040 | _cIIT Kanpur | ||
041 | _aeng | ||
082 |
_a519.6 _bB388f |
||
100 | _aBeck, Amir | ||
245 |
_aFirst-order methods in optimization _cAmir Beck |
||
260 |
_bSIAM _c2017 _aPhiladelphia |
||
300 | _axii, 475p | ||
440 | _aMOS-SIAM series on optimization | ||
490 | _a / edited by Katya Scheinberg; no.25 | ||
520 | _aThe 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. | ||
650 | _aMathematical optimization | ||
650 | _aFirst-order logic | ||
942 | _cBK | ||
999 |
_c561056 _d561056 |