Large Scale Convex Optimization

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Large Scale Convex Optimization

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Author : Ernest K. Ryu
language : en
Publisher: Cambridge University Press
Release Date : 2022-12

Large Scale Convex Optimization written by Ernest K. Ryu and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12 with Mathematics categories.

A unified analysis of first-order optimization methods, including parallel-distributed algorithms, using monotone operators.

Convex Optimization

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Author : Stephen P. Boyd
language : en
Publisher: Cambridge University Press
Release Date : 2004-03-08

Convex Optimization written by Stephen P. Boyd and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-08 with Business & Economics categories.

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Lectures On Convex Optimization

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Author : Yurii Nesterov
language : en
Publisher: Springer
Release Date : 2018-11-19

Lectures On Convex Optimization written by Yurii Nesterov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-19 with Mathematics categories.

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, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended the abilities of gradient-type methods. Several powerful approaches in structural optimization, including optimization in relative scale and polynomial-time interior-point methods, are also discussed in detail. Researchers in theoretical optimization as well as professionals working on optimization problems will find this book very useful. It presents many successful examples of how to develop very fast specialized minimization algorithms. Based on the author’s lectures, it can naturally serve as the basis for introductory and advanced courses in convex optimization for students in engineering, economics, computer science and mathematics.

Methods For Large Scale Convex Optimization Problems With L1 Regularization

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Author : Kwangmoo Koh
language : en
Publisher:
Release Date : 2008

Methods For Large Scale Convex Optimization Problems With L1 Regularization written by Kwangmoo Koh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.

Much of recent research in signal processing, statistics, and many other fields has focused on ℓ1 regularization based methods for feature selection, sparse signal reconstruction. In this thesis we study optimization problems with ℓ1 regularization, and efficient methods to solve them.

Lectures On Modern Convex Optimization

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Author : Aharon Ben-Tal
language : fr
Publisher: SIAM
Release Date : 2001-01-01

Lectures On Modern Convex Optimization written by Aharon Ben-Tal and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Technology & Engineering categories.

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Fundamentals Of Convex Analysis

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Author : Jean-Baptiste Hiriart-Urruty
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Fundamentals Of Convex Analysis written by Jean-Baptiste Hiriart-Urruty and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This book is an abridged version of the two volumes "Convex Analysis and Minimization Algorithms I and II" (Grundlehren der mathematischen Wissenschaften Vol. 305 and 306). It presents an introduction to the basic concepts in convex analysis and a study of convex minimization problems (with an emphasis on numerical algorithms). The "backbone" of bot volumes was extracted, some material deleted which was deemed too advanced for an introduction, or too closely attached to numerical algorithms. Some exercises were included and finally the index has been considerably enriched, making it an excellent choice for the purpose of learning and teaching.

Convex Optimization Theory

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Author : Dimitri P. Bertsekas
language : en
Publisher:
Release Date : 2010

Convex Optimization Theory written by Dimitri P. Bertsekas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Convex functions categories.

A Computional Study Of The Homogenous Algorithm For Large Scale Convex Optimization

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Author :
language : en
Publisher:
Release Date : 1996

A Computional Study Of The Homogenous Algorithm For Large Scale Convex Optimization written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with categories.

Convex Analysis And Monotone Operator Theory In Hilbert Spaces

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Author : Heinz H. Bauschke
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-04-19

Convex Analysis And Monotone Operator Theory In Hilbert Spaces written by Heinz H. Bauschke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-19 with Mathematics categories.

This book provides a largely self-contained account of the main results of convex analysis and optimization in Hilbert space. A concise exposition of related constructive fixed point theory is presented, that allows for a wide range of algorithms to construct solutions to problems in optimization, equilibrium theory, monotone inclusions, variational inequalities, best approximation theory, and convex feasibility. The book is accessible to a broad audience, and reaches out in particular to applied scientists and engineers, to whom these tools have become indispensable.

Optimization For Machine Learning

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Author : Suvrit Sra
language : en
Publisher: MIT Press
Release Date : 2012

Optimization For Machine Learning written by Suvrit Sra and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Computers categories.

An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities. The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.