Articoli correlati a First-Order Methods In Optimization

First-Order Methods In Optimization - Brossura

Amir Beck (author)

 
9781611974980: First-Order Methods In Optimization
Brossura
ISBN 10: 1611974984 ISBN 13: 9781611974980
Casa editrice: SIAM - Society for Industrial and Applied Mathematics, 2017

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
SIAM - Society for Industrial and Applied Mathematics
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
1611974984
ISBN 13 
9781611974980
Rilegatura
Copertina flessibile
Numero di pagine
484
Contatto del produttore
non disponibile
Persona responsabile
non disponibile