An Introduction to Convexity, Optimization, and Algorithms - Softcover

Heinz H. Bauschke; Walaa M. Moursi

Softcover

ISBN 10: 1611977797 ISBN 13: 9781611977790

Publisher: SIAM - Society for Industrial and Applied Mathematics, 2023

Synopsis

This concise, self-contained volume introduces convex analysis and optimization algorithms, with an emphasis on bridging the two areas. It explores cutting-edge algorithms—such as the proximal gradient, Douglas–Rachford, Peaceman–Rachford, and FISTA—that have applications in machine learning, signal processing, image reconstruction, and other fields. An Introduction to Convexity, Optimization, and Algorithms contains algorithms illustrated by Julia examples and more than 200 exercises that enhance the reader’s understanding of the topic. Clear...

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About the Authors

Heinz H. Bauschke is a professor of mathematics at the University of British Columbia (Kelowna Campus), Canada. His research interests lie in continuous optimization and analysis. He has authored more than 150 refereed publications, including books and conference proceedings. Dr. Bauschke has also collaborated with engineers from industry and received two patents.

Walaa M. Moursi is an assistant professor in the Department of Combinatorics and Optimization, University of...

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Edition details

• Publisher: SIAM - Society for Industrial and Applied Mathematics
• Publication date: 2023
• ISBN 10: 1611977797
• ISBN 13: 9781611977790
• Binding: Paperback
• Language: English
• Number of pages: 191