Ernest K. Ryu, Wotao Yin

Large-Scale Convex Optimization (eBook, PDF)

Algorithms & Analyses via Monotone Operators

• Format: PDF

Produktbeschreibung

Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods - including parallel-distributed algorithms - through the abstraction of monotone operators. With the increased computational power and availability of big data over the past decade, applied disciplines have demanded that larger and larger optimization problems be solved. This text covers the first-order convex optimization methods that are uniquely effective at solving these large-scale optimization problems. Readers will have the opportunity to construct and analyze many well-known classical and modern algorithms using monotone operators, and walk away with a solid understanding of the diverse optimization algorithms. Graduate students and researchers in mathematical optimization, operations research, electrical engineering, statistics, and computer science will appreciate this concise introduction to the theory of convex optimization algorithms.

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Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 1. Dezember 2022
• Englisch
• ISBN-13: 9781009191067
• Artikelnr.: 70910588

Autorenporträt

Ernest K. Ryu is Assistant Professor of Mathematical Sciences at Seoul National University. He previously served as Assistant Adjunct Professor with the Department of Mathematics at the University of California, Los Angeles from 2016 to 2019, before joining Seoul National University in 2020. He received a BS with distinction in physics and electrical engineering from the California Institute of Technology in 2010; and then an MS in statistics and a PhD - with the Gene Golub Best Thesis Award - in computational mathematics at Stanford University in 2016. His current research focuses on mathematical optimization and machine learning.

Inhaltsangabe

Preface
1. Introduction and preliminaries
Part I. Monotone Operator Methods: 2. Monotone operators and base splitting schemes
3. Primal-dual splitting methods
4. Parallel computing
5. Randomized coordinate update methods
6. Asynchronous coordinate update methods
Part II. Additional Topics: 7. Stochastic optimization
8. ADMM-type methods
9. Duality in splitting methods
10. Maximality and monotone operator theory
11. Distributed and decentralized optimization
12. Acceleration
13. Scaled relative graphs
Appendices
References
Index.