Introduction to Nonsmooth Analysis and Optimization
О овој е-књизи
Introduction to Nonsmooth Analysis and Optimization offers a thorough examination of analysis and algorithms—first- and second-order methods—in infinite dimensions, as well as a self-contained and accessible introduction to set-valued and variational analysis for optimization problems (including novel calculus results for relevant situations). It is accompanied by Julia code to replicate the numerical results.
This book is intended for advanced undergraduate and graduate students with a solid background in calculus and linear algebra. Prior knowledge of functional analysis and nonlinear optimization is helpful but not assumed. Researchers in data science and machine learning who have an interest in the mathematical foundations of modern nonsmooth optimization algorithms will also find the book useful.
This book is appropriate for courses in convex analysis, nonsmooth optimization, and set-valued/variational analysis.
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О аутору
Christian Clason is professor of mathematical optimization in the Department of Mathematics and Scientific Computing at the University of Graz. His research areas are nonsmooth and PDE-constrained optimization, inverse problems, and applications to biomedical imaging.
Tuomo Valkonen is a principal scientist at the MODEMAT Research Center in Mathematical Modeling and Optimization. His research areas cover nonsmooth optimization and analysis, bilevel optimization, inverse problems, and relevant aspects of measures and their geometry.
