This book, developed through class instruction at MIT over the last 15 years, provides an accessible, concise, and intuitive presentation of algorithms for solving convex optimization problems. It relies on rigorous mathematical analysis, but also aims at an intuitive exposition that makes use of vi
The Projected Subgradient Algorithm in Convex Optimization
β Scribed by Alexander J. Zaslavski
- Publisher
- Springer International Publishing;Springer
- Year
- 2020
- Tongue
- English
- Leaves
- 148
- Series
- SpringerBriefs in Optimization
- Edition
- 1st ed.
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
β¦ Table of Contents
Front Matter ....Pages i-vi
Introduction (Alexander J. Zaslavski)....Pages 1-4
Nonsmooth Convex Optimization (Alexander J. Zaslavski)....Pages 5-83
Extensions (Alexander J. Zaslavski)....Pages 85-111
Zero-Sum Games with Two Players (Alexander J. Zaslavski)....Pages 113-127
Quasiconvex Optimization (Alexander J. Zaslavski)....Pages 129-141
Back Matter ....Pages 143-146
β¦ Subjects
Mathematics; Optimization; Numerical Analysis
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