Convex Optimization: Algorithms and Complexity
by Sebastien Bubeck
Publisher: arXiv.org 2015
Number of pages: 130
Description:
This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural optimization and stochastic optimization.
Download or read it online for free here:
Download link
(1.1MB, PDF)
Similar books

by Alexander Bolonkin - viXra.org
This book describes new method of optimization (''Method of Deformation of Functional'') that has the advantages at greater generality and flexibility as well as the ability to solve complex problems which other methods cannot solve.
(4963 views)

by S. Bradley, A. Hax, T. Magnanti - Addison-Wesley
This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.
(17593 views)

by K.J.H. Law, A.M. Stuart, K.C. Zygalakis - arXiv.org
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation. Authors develop a framework in which a Bayesian formulation of the problem provides the bedrock for the derivation and analysis of algorithms.
(4736 views)

by Dariush Khezrimotlagh - arXiv
I wrote this book as a self-teaching tool to assist every teacher, student, mathematician or non-mathematician, and to support their understanding of the elementary concepts on assessing the performance of a set of homogenous firms ...
(5725 views)