Convex and Stochastic Optimization

Convex and Stochastic Optimization
Author :
Publisher : Springer
Total Pages : 320
Release :
ISBN-10 : 9783030149772
ISBN-13 : 3030149773
Rating : 4/5 (773 Downloads)

Book Synopsis Convex and Stochastic Optimization by : J. Frédéric Bonnans

Download or read book Convex and Stochastic Optimization written by J. Frédéric Bonnans and published by Springer. This book was released on 2019-04-24 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with. The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules. This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertainty.

Convex and Stochastic Optimization Related Books

Convex and Stochastic Optimization
Language: en
Pages: 320
Authors: J. Frédéric Bonnans
Categories: Mathematics
Type: BOOK - Published: 2019-04-24 - Publisher: Springer

GET EBOOK

This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic pro
First-order and Stochastic Optimization Methods for Machine Learning
Language: en
Pages: 591
Authors: Guanghui Lan
Categories: Mathematics
Type: BOOK - Published: 2020-05-15 - Publisher: Springer Nature

GET EBOOK

This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms.
Convex Optimization
Language: en
Pages: 142
Authors: Sébastien Bubeck
Categories: Convex domains
Type: BOOK - Published: 2015-11-12 - Publisher: Foundations and Trends (R) in Machine Learning

GET EBOOK

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. It begins with the fundamental theory of black-b
Stochastic Optimization Methods
Language: en
Pages: 389
Authors: Kurt Marti
Categories: Business & Economics
Type: BOOK - Published: 2015-02-21 - Publisher: Springer

GET EBOOK

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal
Convex Optimization
Language: en
Pages: 744
Authors: Stephen P. Boyd
Categories: Business & Economics
Type: BOOK - Published: 2004-03-08 - Publisher: Cambridge University Press

GET EBOOK

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how