Optimization Kenneth Lange

Format:

Book

Author/Creator:

Lange, Kenneth

Series:

Springer texts in statistics 95

Language:

English

Subjects (All):

Mathematical optimization.

Decision making.

statistics.

decision making.

Physical Description:

1 online resource

Edition:

2nd ed.

Place of Publication:

New York Springer ©2013

Language Note:

English

System Details:

text file

PDF

Summary:

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students' skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications. In this second edition, the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth. Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions

Contents:

Elementary Optimization The Seven C's of Analysis The Gauge Integral Differentiation Karush-Kuhn-Tucker Theory Convexity Block Relaxation The MM Algorithm The EM Algorithm Newton's Method and Scoring Conjugate Gradient and Quasi-Newton Analysis of Convergence Penalty and Barrier Methods Convex Calculus Feasibility and Duality Convex Minimization Algorithms The Calculus of Variations

Notes:

Includes bibliographical references and index

Print version record

ISBN:

9781461458388

1461458382

1461458374

9781461458371

OCLC:

831412354

Access Restriction:

Restricted for use by site license