Title Statements
- Full title :Convex optimization algorithms / Dimitri P. Bertsekas, Massachusetts Institute of Technology.
Edition Statements
- Publication Date:2015
Publication Statements
- Publisher(s):Athena Scientific
- Place of Publication:Belmont, Mass
- Language:eng
- Publication Date:2015
The Physical Object
- Description:xii, 564 pages : : illustrations ; : 25 cm.
Edition Identifiers
- ISBN:9781886529281, 1886529280
- oclc:ocn908095154
- LC Classification:QA402.5
- Dewey Decimal:519.6
Table of Contents
Machine generated contents note: 1.Convex Optimization Models: An Overview -- 1.1.Lagrange Duality -- 1.1.1.Separable Problems -- Decomposition -- 1.1.2.Partitioning -- 1.2.Fenchel Duality and Conic Programming -- 1.2.1.Linear Conic Problems -- 1.2.2.Second Order Cone Programming -- 1.2.3.Semidefinite Programming -- 1.3.Additive Cost Problems -- 1.4.Large Number of Constraints -- 1.5.Exact Penalty Functions -- 1.6.Notes, Sources, and Exercises -- 2.Optimization Algorithms: An Overview -- 2.1.Iterative Descent Algorithms -- 2.1.1.Differentiable Cost Function Descent -- Unconstrained Problems -- 2.1.2.Constrained Problems -- Feasible Direction Methods -- 2.1.3.Nondifferentiable Problems -- Subgradient Methods -- 2.1.4.Alternative Descent Methods -- 2.1.5.Incremental Algorithms -- 2.1.6.Distributed Asynchronous Iterative Algorithms -- 2.2.Approximation Methods -- 2.2.1.Polyhedral Approximation -- 2.2.2.Penalty, Augmented Lagrangian, and Interior Point Methods
Note continued: 2.2.3.Proximal Algorithm, Bundle Methods, and Tikhonov Regularization -- 2.2.4.Alternating Direction Method of Multipliers -- 2.2.5.Smoothing of Nondifferentiable Problems -- 2.3.Notes, Sources, and Exercises --…
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