LECTURES ON CONVEX OPTIMIZATION

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Introductory Lectures On Convex Optimization

Author : Y. Nesterov
ISBN : 9781441988539
Genre : Mathematics
File Size : 43.33 MB
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It was in the middle of the 1980s, when the seminal paper by Kar markar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre diction of its high efficiency was supported by excellent computational results. This unusual fact dramatically changed the style and direc tions of the research in nonlinear optimization. Thereafter it became more and more common that the new methods were provided with a complexity analysis, which was considered a better justification of their efficiency than computational experiments. In a new rapidly develop ing field, which got the name "polynomial-time interior-point methods", such a justification was obligatory. Afteralmost fifteen years of intensive research, the main results of this development started to appear in monographs [12, 14, 16, 17, 18, 19]. Approximately at that time the author was asked to prepare a new course on nonlinear optimization for graduate students. The idea was to create a course which would reflect the new developments in the field. Actually, this was a major challenge. At the time only the theory of interior-point methods for linear optimization was polished enough to be explained to students. The general theory of self-concordant functions had appeared in print only once in the form of research monograph [12].
Category: Mathematics

Lectures On Convex Optimization

Author : Yurii Nesterov
ISBN : 9783319915784
Genre : Mathematics
File Size : 89.90 MB
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This 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.
Category: Mathematics

Lectures On Modern Convex Optimization

Author : Aharon Ben-Tal
ISBN : 9780898714913
Genre : Technology & Engineering
File Size : 46.49 MB
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Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Category: Technology & Engineering

Lectures On Convex Sets Second Edition

Author : Soltan Valeriu
ISBN : 9789811202131
Genre : Mathematics
File Size : 65.70 MB
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The book provides a self-contained and systematic treatment of algebraic and topological properties of convex sets in the n-dimensional Euclidean space. It benefits advanced undergraduate and graduate students with various majors in mathematics, optimization, and operations research. It may be adapted as a primary book or an additional text for any course in convex geometry or convex analysis, aimed at non-geometers. It can be a source for independent study and a reference book for researchers in academia.The second edition essentially extends and revises the original book. Every chapter is rewritten, with many new theorems, examples, problems, and bibliographical references included. It contains three new chapters and 100 additional problems with solutions.
Category: Mathematics

Lectures On Global Optimization

Author : Panos M. Pardalos
ISBN : 9780821844854
Genre : Mathematics
File Size : 29.83 MB
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A large number of mathematical models in many diverse areas of science and engineering have lead to the formulation of optimization problems where the best solution (globally optimal) is needed. Due to the interdisciplinary nature of global optimization, there has been astonishing progress in this field during the last few decades. Many powerful computational algorithms and new theoretical developments have been introduced to solve a spectrum of hard problems in several disciplines. This book covers a small subset of recent important topics in global optimization with emphasis on recent theoretical developments and scientific applications. The chapters are based on the talks presented at the workshop on 'Global Optimization: Methods and Applications' that was held at the Fields Institute from May 11-12, 2007. The target audience includes graduate students in mathematics, engineering, and sciences, academic researchers, as well as practitioners, who use global optimization for their specific needs and applications.
Category: Mathematics

Optimality Conditions In Convex Optimization

Author : Anulekha Dhara
ISBN : 9781439868225
Genre : Business & Economics
File Size : 63.30 MB
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Optimality Conditions in Convex Optimization explores an important and central issue in the field of convex optimization: optimality conditions. It brings together the most important and recent results in this area that have been scattered in the literature—notably in the area of convex analysis—essential in developing many of the important results in this book, and not usually found in conventional texts. Unlike other books on convex optimization, which usually discuss algorithms along with some basic theory, the sole focus of this book is on fundamental and advanced convex optimization theory. Although many results presented in the book can also be proved in infinite dimensions, the authors focus on finite dimensions to allow for much deeper results and a better understanding of the structures involved in a convex optimization problem. They address semi-infinite optimization problems; approximate solution concepts of convex optimization problems; and some classes of non-convex problems which can be studied using the tools of convex analysis. They include examples wherever needed, provide details of major results, and discuss proofs of the main results.
Category: Business & Economics

Introduction To Nonlinear Optimization

Author : Amir Beck
ISBN : 9781611973648
Genre : Mathematics
File Size : 55.43 MB
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This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization?theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems?and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation. Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader's understanding of the topics. The author includes offers several subjects not typically found in optimization books?for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. The book also offers a large number of applications discussed theoretically and algorithmically, such as circle fitting, Chebyshev center, the Fermat?Weber problem, denoising, clustering, total least squares, and orthogonal regression and theoretical and algorithmic topics demonstrated by the MATLAB? toolbox CVX and a package of m-files that is posted on the book?s web site.
Category: Mathematics

Lectures On Convex Sets

Author : Valeriu Soltan
ISBN : 9811202117
Genre : Mathematics
File Size : 26.69 MB
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"The exposition is self-contained, detailed and provides multiple cross-references, that makes the book accessible to a large audience An essential part of the text is adapted from various research articles, never presented before in a textbook format The book has a multidisciplinary nature: it can be useful to specialists in geometry, convex analysis, operations research, and optimization The new edition contains new chapters and additional exercises with respective solutions Despite the presence of a large number of monographs on convex sets, there are quite a few textbooks on this topic. This book is to the level of graduate study, with higher degree of complexity and essentially more research-related results and references"--
Category: Mathematics

Variational Analysis In Sobolev And Bv Spaces

Author : Hedy Attouch
ISBN : 9781611973471
Genre : Mathematics
File Size : 20.11 MB
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This volume is an excellent guide for anyone interested in variational analysis, optimization, and PDEs. It offers a detailed presentation of the most important tools in variational analysis as well as applications to problems in geometry, mechanics, elasticity, and computer vision. This second edition covers several new topics: new section on capacity theory and elements of potential theory now includes the concepts of quasi-open sets and quasi-continuity; increased number of examples in the areas of linearized elasticity system, obstacles problems, convection-diffusion, and semilinear equations; new section on mass transportation problems and the Kantorovich relaxed formulation of the Monge problem; new subsection on stochastic homogenization establishes the mathematical tools coming from ergodic theory; and an entirely new and comprehensive chapter (17) devoted to gradient flows and the dynamical approach to equilibria. The book is intended for Ph.D. students, researchers, and practitioners who want to approach the field of variational analysis in a systematic way.
Category: Mathematics