000 01666 a2200205 4500
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