Convex optimization algorithms
Bertsekas, Dimitri P.
Convex optimization algorithms - Massachusetts Athena Scientific 2015 - xii, 564p.,
http://www.athenasc.com/convexalgorithms.html
This book aims at an up-to-date and accessible development of algorithms for solving convex optimization problems. The book covers almost all the major classes of convex optimization algorithms. Principal among these are gradient, subgradient, polyhedral approximation, proximal, and interior point methods. Most of these methods rely on convexity (but not necessarily differentiability) in the cost and constraint functions, and are often connected in various ways to duality. The book contains numerous examples describing in detail applications to specially structured problems.
9781886529281 (hb.)
Mathematical optimization
Convex functions
Algorithms
519.6 / BER
Convex optimization algorithms - Massachusetts Athena Scientific 2015 - xii, 564p.,
http://www.athenasc.com/convexalgorithms.html
This book aims at an up-to-date and accessible development of algorithms for solving convex optimization problems. The book covers almost all the major classes of convex optimization algorithms. Principal among these are gradient, subgradient, polyhedral approximation, proximal, and interior point methods. Most of these methods rely on convexity (but not necessarily differentiability) in the cost and constraint functions, and are often connected in various ways to duality. The book contains numerous examples describing in detail applications to specially structured problems.
9781886529281 (hb.)
Mathematical optimization
Convex functions
Algorithms
519.6 / BER