From Convexity to Nonconvexity

From Convexity to Nonconvexity
Title From Convexity to Nonconvexity PDF eBook
Author R.P. Gilbert
Publisher Springer Science & Business Media
Pages 395
Release 2013-12-01
Genre Mathematics
ISBN 1461302870

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This collection of papers is dedicated to the memory of Gaetano Fichera, a great mathematician and also a good friend to the editors. Regrettably it took an unusual amount of time to bring this collection out. This was primarily due to the fact that the main editor who had collected all of the materials, for this volume, P. D. Panagiotopoulos, died unexpectedly during the period when we were editing the manuscript. The other two editors in appreciation of Panagiotopoulos' contribution to this field, believe it is therefore fitting that this collection be dedicated to his memory also. The theme of the collection is centered around the seminal research of G. Fichera on the Signorini problem. Variants on this idea enter in different ways. For example, by bringing in friction the problem is no longer self-adjoint and the minimization formulation is not valid. A large portion of this collection is devoted to survey papers concerning hemivariational methods, with a main point of its application to nonsmooth mechanics. Hemivariational inequali ties, which are a generalization of variational inequalities, were pioneered by Panagiotopoulos. There are many applications of this theory to the study of non convex energy functionals occurring in many branches of mechanics. An area of concentration concerns contact problems, in particular, quasistatic and dynamic contact problems with friction and damage. Nonsmooth optimization methods which may be divided into the main groups of subgradient methods and bundle methods are also discussed in this collection.

Convex Optimization

Convex Optimization
Title Convex Optimization PDF eBook
Author Stephen P. Boyd
Publisher Cambridge University Press
Pages 744
Release 2004-03-08
Genre Business & Economics
ISBN 9780521833783

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Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Non-convex Optimization for Machine Learning

Non-convex Optimization for Machine Learning
Title Non-convex Optimization for Machine Learning PDF eBook
Author Prateek Jain
Publisher Foundations and Trends in Machine Learning
Pages 218
Release 2017-12-04
Genre Machine learning
ISBN 9781680833683

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Non-convex Optimization for Machine Learning takes an in-depth look at the basics of non-convex optimization with applications to machine learning. It introduces the rich literature in this area, as well as equips the reader with the tools and techniques needed to apply and analyze simple but powerful procedures for non-convex problems. Non-convex Optimization for Machine Learning is as self-contained as possible while not losing focus of the main topic of non-convex optimization techniques. The monograph initiates the discussion with entire chapters devoted to presenting a tutorial-like treatment of basic concepts in convex analysis and optimization, as well as their non-convex counterparts. The monograph concludes with a look at four interesting applications in the areas of machine learning and signal processing, and exploring how the non-convex optimization techniques introduced earlier can be used to solve these problems. The monograph also contains, for each of the topics discussed, exercises and figures designed to engage the reader, as well as extensive bibliographic notes pointing towards classical works and recent advances. Non-convex Optimization for Machine Learning can be used for a semester-length course on the basics of non-convex optimization with applications to machine learning. On the other hand, it is also possible to cherry pick individual portions, such the chapter on sparse recovery, or the EM algorithm, for inclusion in a broader course. Several courses such as those in machine learning, optimization, and signal processing may benefit from the inclusion of such topics.

Abstract Convexity and Global Optimization

Abstract Convexity and Global Optimization
Title Abstract Convexity and Global Optimization PDF eBook
Author Alexander M. Rubinov
Publisher Springer Science & Business Media
Pages 516
Release 2000-05-31
Genre Mathematics
ISBN 9780792363231

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This book consists of two parts. Firstly, the main notions of abstract convexity and their applications in the study of some classes of functions and sets are presented. Secondly, both theoretical and numerical aspects of global optimization based on abstract convexity are examined. Most of the book does not require knowledge of advanced mathematics. Classical methods of nonconvex mathematical programming, being based on a local approximation, cannot be used to examine and solve many problems of global optimization, and so there is a clear need to develop special global tools for solving these problems. Some of these tools are based on abstract convexity, that is, on the representation of a function of a rather complicated nature as the upper envelope of a set of fairly simple functions. Audience: The book will be of interest to specialists in global optimization, mathematical programming, and convex analysis, as well as engineers using mathematical tools and optimization techniques and specialists in mathematical modelling.

Nonsmooth Optimization and Related Topics

Nonsmooth Optimization and Related Topics
Title Nonsmooth Optimization and Related Topics PDF eBook
Author F.H. Clarke
Publisher Springer Science & Business Media
Pages 481
Release 2013-11-11
Genre Science
ISBN 1475760191

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This volume contains the edited texts of the lect. nres presented at the International School of Mathematics devoted to Nonsmonth Optimization, held from . June 20 to July I, 1988. The site for the meeting was the "Ettore ~Iajorana" Centre for Sci entific Culture in Erice, Sicily. In the tradition of these meetings the main purpose was to give the state-of-the-art of an important and growing field of mathematics, and to stimulate interactions between finite-dimensional and infinite-dimensional op timization. The School was attended by approximately 80 people from 23 countries; in particular it was possible to have some distinguished lecturers from the SO\·iet Union, whose research institutions are here gratt-fnlly acknowledged. Besides the lectures, several seminars were delivered; a special s·~ssion was devoted to numerical computing aspects. The result was a broad exposure. gi ·. ring a deep knowledge of the present research tendencies in the field. We wish to express our appreciation to all the participants. Special mention 5hould be made of the Ettorc ;. . Iajorana Centre in Erice, which helped provide a stimulating and rewarding experience, and of its staff which was fundamental for the success of the meeting. j\, loreover, WP want to extend uur deep appreci

Convex Analysis and Optimization

Convex Analysis and Optimization
Title Convex Analysis and Optimization PDF eBook
Author Dimitri Bertsekas
Publisher Athena Scientific
Pages 560
Release 2003-03-01
Genre Mathematics
ISBN 1886529450

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A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. The book provides a comprehensive development of convexity theory, and its rich applications in optimization, including duality, minimax/saddle point theory, Lagrange multipliers, and Lagrangian relaxation/nondifferentiable optimization. It is an excellent supplement to several of our books: Convex Optimization Theory (Athena Scientific, 2009), Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 2016), Network Optimization (Athena Scientific, 1998), and Introduction to Linear Optimization (Athena Scientific, 1997). Aside from a thorough account of convex analysis and optimization, the book aims to restructure the theory of the subject, by introducing several novel unifying lines of analysis, including: 1) A unified development of minimax theory and constrained optimization duality as special cases of duality between two simple geometrical problems. 2) A unified development of conditions for existence of solutions of convex optimization problems, conditions for the minimax equality to hold, and conditions for the absence of a duality gap in constrained optimization. 3) A unification of the major constraint qualifications allowing the use of Lagrange multipliers for nonconvex constrained optimization, using the notion of constraint pseudonormality and an enhanced form of the Fritz John necessary optimality conditions. Among its features the book: a) Develops rigorously and comprehensively the theory of convex sets and functions, in the classical tradition of Fenchel and Rockafellar b) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality conditions, Lagrange multipliers, and duality c) Includes an insightful and comprehensive presentation of minimax theory and zero sum games, and its connection with duality d) Describes dual optimization, the associated computational methods, including the novel incremental subgradient methods, and applications in linear, quadratic, and integer programming e) Contains many examples, illustrations, and exercises with complete solutions (about 200 pages) posted at the publisher's web site http://www.athenasc.com/convexity.html

Convexity and Optimization in Banach Spaces

Convexity and Optimization in Banach Spaces
Title Convexity and Optimization in Banach Spaces PDF eBook
Author Viorel Barbu
Publisher Springer Science & Business Media
Pages 376
Release 2012-01-03
Genre Mathematics
ISBN 940072246X

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An updated and revised edition of the 1986 title Convexity and Optimization in Banach Spaces, this book provides a self-contained presentation of basic results of the theory of convex sets and functions in infinite-dimensional spaces. The main emphasis is on applications to convex optimization and convex optimal control problems in Banach spaces. A distinctive feature is a strong emphasis on the connection between theory and application. This edition has been updated to include new results pertaining to advanced concepts of subdifferential for convex functions and new duality results in convex programming. The last chapter, concerned with convex control problems, has been rewritten and completed with new research concerning boundary control systems, the dynamic programming equations in optimal control theory and periodic optimal control problems. Finally, the structure of the book has been modified to highlight the most recent progression in the field including fundamental results on the theory of infinite-dimensional convex analysis and includes helpful bibliographical notes at the end of each chapter.