Optimization
Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Build...
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York
2013.
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| Edición: | 2nd ed |
| Colección: | Springer Texts in Statistics ;
95. Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32911610*spi |
| Sumario: | Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications. In this second edition, the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth. Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions. |
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| Descripción Física: | XVII, 529 p. |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9781461458388 |
