Optimization

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book Optimization by Kenneth Lange, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Kenneth Lange ISBN: 9781461458388
Publisher: Springer New York Publication: March 19, 2013
Imprint: Springer Language: English
Author: Kenneth Lange
ISBN: 9781461458388
Publisher: Springer New York
Publication: March 19, 2013
Imprint: Springer
Language: English

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.

 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

 

More books from Springer New York

Cover of the book Residue Reviews by Kenneth Lange
Cover of the book Practical Manual of Operative Laparoscopy and Hysteroscopy by Kenneth Lange
Cover of the book Measuring the Angular Momentum of Supermassive Black Holes by Kenneth Lange
Cover of the book Mental Modeling Approach by Kenneth Lange
Cover of the book Physiological Mechanisms and Adaptation Strategies in Plants Under Changing Environment by Kenneth Lange
Cover of the book Women with Cancer by Kenneth Lange
Cover of the book Fundamentals of Clinical Trials by Kenneth Lange
Cover of the book Dynamic Models of Infectious Diseases by Kenneth Lange
Cover of the book Multivariate Statistical Quality Control Using R by Kenneth Lange
Cover of the book Bayesian Networks in Educational Assessment by Kenneth Lange
Cover of the book Prostate Ultrasound by Kenneth Lange
Cover of the book National Intellectual Capital and the Financial Crisis in Austria, Belgium, the Netherlands, and Switzerland by Kenneth Lange
Cover of the book Animal Models in Cardiovascular Research by Kenneth Lange
Cover of the book The Person and Primary Emotions by Kenneth Lange
Cover of the book Infant Feeding Practices by Kenneth Lange
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy