000 01140nam a22001937a 4500
008 220502b ||||| |||| 00| 0 eng d
020 _a9781886529281 (hb.)
082 _a519.6
_bBER
100 _aBertsekas, Dimitri P.
_9809
245 _aConvex optimization algorithms
260 _aMassachusetts
_bAthena Scientific
_c2015
300 _axii, 564p.,
500 _ahttp://www.athenasc.com/convexalgorithms.html
520 _aThis 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.
650 _aMathematical optimization
_9688
650 _aConvex functions
_91132
650 _aAlgorithms
_91133
942 _cBK
999 _c7864
_d7864