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Optimization

Kenneth Lange
Publisher: 
Springer
Publication Date: 
2013
Number of Pages: 
529
Format: 
Hardcover
Edition: 
2
Series: 
Springer Texts in Statistics
Price: 
89.95
ISBN: 
9781461458371
Category: 
Textbook
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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.- Appendix: Mathematical Notes.- References.- Index.

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