(Ebook) Lectures on Convex Optimization by Yurii Nesterov ISBN 9783319915777, 9783319915784, 3319915770, 3319915789

(Ebook) Lectures on Convex Optimization by Yurii Nesterov ISBN 9783319915777, 9783319915784, 3319915770, 3319915789

This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning.

Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended the abilities of gradient-type methods. Several powerful approaches in structural optimization, including optimization in relative scale and polynomial-time interior-point methods, are also discussed in detail.