Free PDF Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle Methods (Grundlehren der mathematischen Wissenschaften)
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Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle Methods (Grundlehren der mathematischen Wissenschaften)
Free PDF Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle Methods (Grundlehren der mathematischen Wissenschaften)
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From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike...they contain everything from rigorous proofs to tables of numerical calculations.... one of the strong features of these books. . . [is] that they are designed not for the expert, but for those who wish to learn the subject matter starting from little or no background...there are numerous examples, and counter-examples, to back up the theory...To my knowledge, no other authors have given such a clear geometric account of convex analysis." "This innovative text is well written, copiously illustrated, and accessible to a wide audience"
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Product details
Series: Grundlehren der mathematischen Wissenschaften (Book 306)
Paperback: 348 pages
Publisher: Springer (December 7, 2010)
Language: English
ISBN-10: 3642081622
ISBN-13: 978-3642081620
Product Dimensions:
6 x 0.8 x 9 inches
Shipping Weight: 1.4 pounds (View shipping rates and policies)
Average Customer Review:
5.0 out of 5 stars
1 customer review
Amazon Best Sellers Rank:
#2,299,126 in Books (See Top 100 in Books)
Lemarechal and Kiwiel introduced the bundle method in the 80's as a means to optimise nonsmooth convex functions. Recently Christoph Helmberg developed a spectral bundle approach to solving semidefinite programs, by rewriting SDP's with a constant trace as eigenvalue optimisation problems. The Spectral bundle methods outperforms the traditional interior point approaches to SDP's as these methods are typically unable to handle large SDP's with a large number of constraints.This book provides a detailed description of the bundle method for nondifferentiable optimisation. I am going to purchase a copy of this book (I already have volume one with me) and can only strongly recommend the book to anyone interested in nondifferentiable optimisation and semidefinite programming.
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