Lectures on convex optimization
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The author presents a wide review of convex optimization techniques. The book is a textbook covering most of the known efficient convex optimization methods. It is organized in two main parts: Black-Box Optimization and Structural Optimization. The first part consists of four chapters. Chapter 1 describes general nonlinear optimization problems, including theoretical foundations and basic optimization techniques. In Chapter 2, smooth optimization techniques are discussed. It starts with basic problems, and then more complex ones are described, as minimax problems and constrained problems. Chapter 3 describes nonsmooth optimization techniques, including theoretical foundations and several methods. In Chapter 4, second-order methods are presented. Three chapters in the second part cover topics that are not very often discussed in textbooks. Chapter 5 describes in a detailed way polynomial interior-point algorithms. The primal-dual model of the objective is discussed in Chapter 6. Finally, in Chapter 7, the optimization in relative scale is presented. The book is self-contained. The definitions, theorems and proofs are well-written and would be easy to understand even for graduate students. On the other hand, the book covers the majority of efficient convex optimization methods. For that reason, in my opinion, it is a must-read for both students involved in the operations research programs, as well as the researchers in the area of nonlinear programming, in particular in convex optimization.
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Cited in
(only showing first 100 items - show all)- Introductory lectures on convex optimization. A basic course.
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- Minimizing uniformly convex functions by cubic regularization of Newton method
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- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
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- Optimal step length for the Newton method: case of self-concordant functions
- Adaptive optimization with periodic dither signals
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- On stochastic mirror descent with interacting particles: convergence properties and variance reduction
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- Dualize, split, randomize: toward fast nonsmooth optimization algorithms
- Curiosities and counterexamples in smooth convex optimization
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- Manifold reconstruction and denoising from scattered data in high dimension
- Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations
- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
- On the convergence analysis of aggregated heavy-ball method
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- Accelerated proximal envelopes: application to componentwise methods
- Adaptive Gauss-Newton method for solving systems of nonlinear equations
- Convex optimization with inexact gradients in Hilbert space and applications to elliptic inverse problems
- On the computational efficiency of catalyst accelerated coordinate descent
- The generalized trust region subproblem: solution complexity and convex hull results
- Distributed adaptive Newton methods with global superlinear convergence
- Local convergence of tensor methods
- Solution manifold and its statistical applications
- Oracle complexity separation in convex optimization
- Rates of superlinear convergence for classical quasi-Newton methods
- On lower iteration complexity bounds for the convex concave saddle point problems
- Status determination by interior-point methods for convex optimization problems in domain-driven form
- A frequency-domain analysis of inexact gradient methods
- Speed scaling scheduling of multiprocessor jobs with energy constraint and makespan criterion
- Proportional-integral projected gradient method for conic optimization
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- Accelerated and unaccelerated stochastic gradient descent in model generality
- Accelerated methods for saddle-point problem
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- Alternating minimization methods for strongly convex optimization
- A logarithmic descent direction algorithm for the quadratic knapsack problem
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- Horosphere slab separation theorems in manifolds without conjugate points
- Selected applications of convex optimization
- Accelerated meta-algorithm for convex optimization problems
- Numerical methods for the resource allocation problem in a computer network
- Superfast second-order methods for unconstrained convex optimization
- Accelerated additive Schwarz methods for convex optimization with adaptive restart
- Long-step path-following algorithm for quantum information theory: some numerical aspects and applications
- Fast gradient methods for uniformly convex and weakly smooth problems
- Unified linear convergence of first-order primal-dual algorithms for saddle point problems
- Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation
- Recursive reasoning-based training-time adversarial machine learning
- Affine-invariant contracting-point methods for convex optimization
- Generalized self-concordant analysis of Frank-Wolfe algorithms
- A globally convergent proximal Newton-type method in nonsmooth convex optimization
- Inexact accelerated high-order proximal-point methods
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- An online convex optimization-based framework for convex bilevel optimization
- Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares
- Accelerated stochastic variance reduction for a class of convex optimization problems
- Bregman three-operator splitting methods
- Proximal nested primal-dual gradient algorithms for distributed constraint-coupled composite optimization
- Simplicial algorithms for minimizing polyhedral functions
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Convex optimization: algorithms and complexity
- Convex optimization for signal processing and communications. From fundamentals to applications
- First-order methods in optimization
- The approximate duality gap technique: a unified theory of first-order methods
- Accelerated optimization for machine learning. First-order algorithms. With forewords by Michael I. Jordan, Zongben Xu and Zhi-Quan Luo
- Near-optimal hyperfast second-order method for convex optimization
- Nesterov's acceleration for approximate Newton
- Tensor methods for minimizing convex functions with Hölder continuous higher-order derivatives
- Recovery of pressure and wave speed for photoacoustic imaging under a condition of relative uncertainty
- Multilevel composite stochastic optimization via nested variance reduction
- Algorithms for convex optimization
- scientific article; zbMATH DE number 7370566 (Why is no real title available?)
- Gradient methods never overfit on separable data
- Learning over no-preferred and preferred sequence of items for robust recommendation
- Inexact high-order proximal-point methods with auxiliary search procedure
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- Convex Synthesis of Accelerated Gradient Algorithms
- Fast decentralized nonconvex finite-sum optimization with recursive variance reduction
- Block Bregman majorization minimization with extrapolation
- Solving a continuous multifacility location problem by DC algorithms
- An Accelerated Level-Set Method for Inverse Scattering Problems
- Inexact basic tensor methods for some classes of convex optimization problems
- Efficient numerical methods to solve sparse linear equations with application to PageRank
- Gradient methods with memory
- On numerical estimates of errors in solving convex optimization problems
- scientific article; zbMATH DE number 7625189 (Why is no real title available?)
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