000 01997 a2200241 4500
005 20190530122026.0
008 190530b xxu||||| |||| 00| 0 eng d
020 _a9783319915777
040 _cIIT Kanpur
041 _aeng
082 _a519.3
_bN376l2
100 _aNesterov, Yurii
245 _aLectures on convex optimization
_cYurii Nesterov
250 _a2nd ed
260 _bSpringer
_c2018
_aSwitzerland
300 _axxiii, 589p
440 _aSpringer optimization and its applications
490 _a / edited by Ding-Zhu Du; v.137
520 _aThis 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.
650 _aComputers -- Programming -- Algorithms
650 _aAlgorithms &​ data structures
942 _cBK
999 _c560279
_d560279