Introduction to continuous optimization

DOI10.1007/978-3-030-68713-7MaRDI QIDQ5855551zbMATH OpenOpenAlexFDO

Authors Roman A. Polyak

Publication date 18 March 2021

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-68713-7

zbMATH Keywords

Continuous optimizationconvex Analysisinterior ellipsoid methodsLagrangian transformationlinear and convex optimizationnonlinear equilibrium

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Nonlinear programming (90C30)

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Cited in

(12)

• Stochastic gradient descent with Polyak's learning rate
• Modeling approaches for addressing unrelaxable bound constraints with unconstrained optimization methods
• Optimization -- theory and practice
• Continuous optimization and variational inequalities
• An introduction to continuous optimization. Foundations and fundamental algorithms. With Emil Gustavsson, Zuzana Nedělková, Kim Cheong Sou and Magnus Önnheim
• Optimization techniques I
• Convergence analysis of a generalized proximal algorithm for multiobjective quasiconvex minimization on Hadamard manifolds
• Sequential sample average majorization-minimization
• Finding equilibrium in some economics and game models
• The maximum cover with rotating field of view
• Numerical aspects of finding nonlinear production-consumption equilibrium
• Linear programming decomposition via nonlinear rescaling

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