大規模凸最適化:単調作用素を経由するアルゴリズムと解析
Large-Scale Convex Optimization
Algorithms & Analyses via Monotone Operators
Ryu, Ernest K.
Yin, Wotao
- 出版社:Cambridge University Press
- 出版年月:2022年 12月
- ISBN:9781009160858
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:400 p.
- 分類: 応用数学一般
- DDC分類:516.08
- 内容紹介:
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This introduction to the theory of convex optimization algorithms presents a unified analysis of first-order optimization methods using the abstraction of monotone operators. The text empowers graduate students in mathematics, computer science, and engineering to choose and design the splitting methods best suited for a given problem.