Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle Methods by Jean-Baptiste Hiriart-Urruty (PDF)

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    Ebook Info

    • Published: 2014
    • Number of pages: 372 pages
    • Format: PDF
    • File Size: 25.64 MB
    • Authors: Jean-Baptiste Hiriart-Urruty

    Description

    IX. Inner Construction of the Subdifferential.- X. Conjugacy in Convex Analysis.- XI. Approximate Subdifferentials of Convex Functions.- XII. Abstract Duality for Practitioners.- XIII. Methods of ?-Descent.- XIV. Dynamic Construction of Approximate Subdifferentials: Dual Form of Bundle Methods.- XV. Acceleration of the Cutting-Plane Algorithm: Primal Forms of Bundle Methods.- Bibliographical Comments.- References.

    User’s Reviews

    Reviews from Amazon users which were colected at the time this book was published on the website:

    ⭐The book is good. But the physical copy is not the same as the images provided by amazon.Seems it is a old version and not the corrected edition.Do not know why.

    ⭐Lemarechal and Kiwiel introduced the bundle method in the 80’s as a means to optimise nonsmooth convex functions. Recently Christoph Helmberg developed a spectral bundle approach to solving semidefinite programs, by rewriting SDP’s with a constant trace as eigenvalue optimisation problems. The Spectral bundle methods outperforms the traditional interior point approaches to SDP’s as these methods are typically unable to handle large SDP’s with a large number of constraints.This book provides a detailed description of the bundle method for nondifferentiable optimisation. I am going to purchase a copy of this book (I already have volume one with me) and can only strongly recommend the book to anyone interested in nondifferentiable optimisation and semidefinite programming.

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