Algorithms for Convex Optimization A concise, accessible guide to the modern optimization methods that are transforming computer science, data science, and machine learning. Nisheeth K. Vishnoi (Author) 9781108741774, Cambridge University Press Paperback / softback, published 7 October 2021 340 pages22.8 x 15 x 2 cm, 0.52 kg 'Recommended.' M. Bona, Choice Connect In the last few years, Algorithms for Convex Optimization have revolutionized algorithm design, both for discrete and continuous optimization problems. For problems like maximum flow, maximum matching, and submodular function minimization, the fastest algorithms involve essential methods such as gradient descent, mirror descent, interior point methods, and ellipsoid methods. The goal of this self-contained book is to enable researchers and professionals in computer science, data science, and machine learning to gain an in-depth understanding of these algorithms. The text emphasizes how to derive key algorithms for convex optimization from first principles and how to establish precise running time bounds. This modern text explains the success of these algorithms in problems of discrete optimization, as well as how these methods have significantly pushed the state of the art of convex optimization itself. 1. Bridging continuous and discrete optimization 2. Preliminaries 3. Convexity 4. Convex optimization and efficiency 5. Duality and optimality 6. Gradient descent 7. Mirror descent and multiplicative weights update 8. Accelerated gradient descent 9. Newton's method 10. An interior point method for linear programming 11. Variants of the interior point method and self-concordance 12. Ellipsoid method for linear programming 13. Ellipsoid method for convex optimization. Subject Areas: Algorithms & data structures [UMB], Optimization [PBU]
