Convex optimization amazon

Convex optimization is a great tool for tackling a wide variety of optimization issues since these algorithms have shown to be extremely successful and efficient in practice.

Rating 4.5 (180) $86.98A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on

Rating 4.5 (180) $86.98A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on Publisher: Cambridge University Press
Publication date: March 8, 2004

What is an abstract convex optimization problem?

Some authors use the term abstract convex optimization problem to describe the (abstract) problem of minimizing a convex function over a convex set

Using this terminology, the problem (4

17) is an abstract convex optimization problem

What is the purpose of the book Convex optimization?

'The book covers topics from the basics of optimization to modern techniques such as operator splitting, parallel and distributed optimization, and stochastic algorithms

It is the natural next step after Boyd and Vandenberghe's Convex Optimization for students studying optimization and machine learning

What is the second algorithm for convex optimization?

We derive our second algorithm for convex optimization – called the mirror descent method – via a regularization viewpoint

First, the mirror descent algorithm is devel- oped for optimizing convex functions over the probability simplex

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