عنوان

First-order methods in optimization /

(Number (ISBN

1611974992

(Number (ISBN

9781611974997

Erroneous ISBN

9781611974980

Publisher's Number

MO25

Source

SIAM

Title Proper

First-order methods in optimization /

General Material Designation

[Book]

First Statement of Responsibility

Amir Beck, Technion-Israel Institute for Technology, Technion, Haifa, Israel.

Place of Publication, Distribution, etc.

Philadelphia, Pennsylvania :

Name of Publisher, Distributor, etc.

Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),

Date of Publication, Distribution, etc.

[2017]

Date

1709

Specific Material Designation and Extent of Item

1 online resource (x, 484 pages).

Series Title

MOS-SIAM series on optimization ;

Volume Designation

25

Text of Note

Includes bibliographical references and index.

Text of Note

Vector spaces -- Extended real-value functions -- Subgradients -- Conjugate functions -- Smoothness and strong convexity -- The proximal operator -- Spectral functions -- Primal and dual projected subgradient methods -- Mirror descent -- The proximal gradient method -- The block proximal gradient method -- Dual-based proximal gradient methods -- The generalized Conditional gradient method -- Alternating minimization -- ADMM.

0

Text of Note

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.

Title

First-order methods in optimization

International Standard Book Number

9781611974980

Convergence.

Mathematical optimization.

Convergence.

Mathematical optimization.

Number

Edition

Class number

Class number

Book number

Beck, Amir

Society for Industrial and Applied Mathematics,publisher.

Date of Transaction

20200823050106.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y