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First-Order Methods In Optimization

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First-Order Methods In Optimization - Beck, Amir
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The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration ...

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First-Order Methods In Optimization 2017, Society for Industrial & Applied Mathematics,U.S., New York

ISBN-13: 9781611974980

Paperback