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First-order methods in optimization

Author: Amir Beck
Publisher: Philadelphia : Society for Industrial and Applied Mathematics ; Philadelphia : Mathematical Optimization Society, [2017]
Series: MOS-SIAM series on optimization.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Provides a self-contained, comprehensive study of the main first-order methods that are frequently used in solving large-scale problems. The author has gathered, reorganized, and synthesized (in a  Read more...

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Additional Physical Format: Online version:
Beck, Amir.
First-order methods in optimization.
Philadelphia : Society for Industrial and Applied Mathematics ; Philadelphia : Mathematical Optimization Society, [2017]
(DLC) 2017042114
Document Type: Book
All Authors / Contributors: Amir Beck
ISBN: 9781611974980 1611974984
OCLC Number: 1002692951
Description: xii, 475 pages ; 26 cm.
Contents: Vector spaces --
Extended real-value functions --
Subgradients --
Conjugate functions --
Smoothness and strong convexity --
The proximal operator --
Spectral functions --
Primal and dual projected subgradient methods --
Mirror descent --
The proximal gradient method --
The block proximal gradient method --
Dual-based proximal gradient methods --
The generalized Conditional gradient method --
Alternating minimization --
ADMM.
Series Title: MOS-SIAM series on optimization.
Responsibility: Amir Beck.

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