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The Resource First-order methods in optimization, Amir Beck, Technion-Israel Institute for Technology, Technion, Haifa, Israel

First-order methods in optimization, Amir Beck, Technion-Israel Institute for Technology, Technion, Haifa, Israel

Label
First-order methods in optimization
Title
First-order methods in optimization
Statement of responsibility
Amir Beck, Technion-Israel Institute for Technology, Technion, Haifa, Israel
Creator
Contributor
Author
Publisher
Subject
Language
eng
Summary
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
Member of
Additional physical form
Also available in print version.
Cataloging source
CaBNVSL
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
MOS-SIAM series on optimization
Series volume
25
First-order methods in optimization, Amir Beck, Technion-Israel Institute for Technology, Technion, Haifa, Israel
Label
First-order methods in optimization, Amir Beck, Technion-Israel Institute for Technology, Technion, Haifa, Israel
Link
http://libproxy.rpi.edu/login?url=http://epubs.siam.org/doi/book/10.1137/1.9781611974997
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Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Preface -- 1. Vector spaces -- 2. Extended real-value functions -- 3. Subgradients -- 4. Conjugate functions -- 5. Smoothness and strong convexity -- 6. The proximal operator -- 7. Spectral functions -- 8. Primal and dual projected subgradient methods -- 9. Mirror descent -- 10. The proximal gradient method -- 11. The block proximal gradient method -- 12. Dual-based proximal gradient methods -- 13. The generalized conditional gradient method -- 14. Alternating minimization -- 15. ADMM -- Appendix A. Strong duality and optimality conditions -- Appendix B. Tables -- Appendix C. Symbols and notation -- Appendix D. Bibliographic notes
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Extent
1 PDF (x, 484 pages).
Form of item
online
Governing access note
Restricted to subscribers or individual electronic text purchasers
Isbn
9781611974997
Lccn
2017042114
Media category
electronic
Media MARC source
isbdmedia
Publisher number
MO25
Specific material designation
remote
System details
  • Mode of access: World Wide Web
  • System requirements: Adobe Acrobat Reader

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