By Dimitri Bertsekas
The 3rd variation of the e-book is a completely rewritten model of the 1999 2d version. New fabric was once integrated, many of the previous fabric was once discarded, and a wide component to the rest was once reorganized or revised.
This e-book presents a complete and available presentation of algorithms for fixing non-stop optimization difficulties. It will depend on rigorous mathematical research, but additionally goals at an intuitive exposition that uses visualization the place attainable. It areas specific emphasis on sleek advancements, and their frequent purposes in fields similar to large-scale source allocation difficulties, sign processing, and desktop learning.
The e-book used to be constructed via guide at MIT, makes a speciality of nonlinear and different kinds of optimization: iterative algorithms for restricted and unconstrained optimization, Lagrange multipliers and duality, huge scale difficulties, and the interface among non-stop and discrete optimization.
between its particular positive aspects, the e-book: 1) presents huge assurance of iterative optimization equipment inside a unifying framework 2) presents an in depth remedy of inside aspect equipment for linear programming three) covers intensive duality concept from either a variational and a geometrical/convex research perspective four) contains a lot new fabric on a couple of themes, similar to neural community education, large-scale optimization, sign processing, computing device studying, and optimum regulate five) contains a huge variety of examples and routines specific options of lots of that are published on the net. a lot supplementary/support fabric are available on the publisher's and the author's sites
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