Lectures on Convex Optimization, Second Edition
Lectures on Convex Optimization, Second Edition
Lectures on Convex Optimization, Second Edition Yurii Nesterov English | PDF | 2018 | 603 Pages | ISBN : 3319915770 | 39.84 MB
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, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended…
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