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First-Order Methods in Optimization (MOS-SIAM Series on Optimization) - Softcover

Beck, Amir

 
9781611974980: First-Order Methods in Optimization (MOS-SIAM Series on Optimization)
Softcover
ISBN 10: 1611974984 ISBN 13: 9781611974980
Verlag: Society for Industrial & Applied Mathematics,U.S., 2017

Inhaltsangabe

The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Society for Industrial & Applied Mathematics,U.S.
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
1611974984
ISBN 13 
9781611974980
Einband
Taschenbuch
Anzahl der Seiten
484
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Verantwortliche Person
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