Lectures on Convex Optimization

• Main Author: Nesterov, Yurii (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 2nd ed. 2018.
• Series: Springer Optimization and Its Applications, 137
• Subjects: Mathematical optimization.; Algorithms.; Optimization.; Algorithm Analysis and Problem Complexity.

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, th...

Table of Contents:

• Introduction
• Part I Black-Box Optimization
• 1 Nonlinear Optimization
• 2 Smooth Convex Optimization
• 3 Nonsmooth Convex Optimization
• 4 Second-Order Methods
• Part II Structural Optimization
• 5 Polynomial-time Interior-Point Methods
• 6 Primal-Dual Model of Objective Function
• 7 Optimization in Relative Scale
• Bibliographical Comments
• Appendix A. Solving some Auxiliary Optimization Problems
• References
• Index.