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Books > Business & Economics > Business & management > Management & management techniques > Operational research
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Optimization (Hardcover, 2nd ed. 2013)
Loot Price: R5,282
Discovery Miles 52 820
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Optimization (Hardcover, 2nd ed. 2013)
Series: Springer Texts in Statistics, 95
Expected to ship within 10 - 15 working days
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Finite-dimensional optimization problems occur throughout the
mathematical sciences. The majority of these problems cannot be
solved analytically. This introduction to optimization attempts to
strike a balance between presentation of mathematical theory and
development of numerical algorithms. Building on students' skills
in calculus and linear algebra, the text provides a rigorous
exposition without undue abstraction. Its stress on statistical
applications will be especially appealing to graduate students of
statistics and biostatistics. The intended audience also includes
students in applied mathematics, computational biology, computer
science, economics, and physics who want to see rigorous
mathematics combined with real applications. In this second edition
the emphasis remains on finite-dimensional optimization. New
material has been added on the MM algorithm, block descent and
ascent, and the calculus of variations. Convex calculus is now
treated in much greater depth. Advanced topics such as the Fenchel
conjugate, subdifferentials, duality, feasibility, alternating
projections, projected gradient methods, exact penalty methods, and
Bregman iteration will equip students with the essentials for
understanding modern data mining techniques in high dimensions.
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