Lectures On Convex Sets (Second Edition)

Lectures On Convex Sets (Second Edition)

Author: Valeriu Soltan

Publisher: World Scientific

Published: 2019-11-28

Total Pages: 611

ISBN-13: 9811202133

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The book provides a self-contained and systematic treatment of algebraic and topological properties of convex sets in the n-dimensional Euclidean space. It benefits advanced undergraduate and graduate students with various majors in mathematics, optimization, and operations research. It may be adapted as a primary book or an additional text for any course in convex geometry or convex analysis, aimed at non-geometers. It can be a source for independent study and a reference book for researchers in academia.The second edition essentially extends and revises the original book. Every chapter is rewritten, with many new theorems, examples, problems, and bibliographical references included. It contains three new chapters and 100 additional problems with solutions.


Book Synopsis Lectures On Convex Sets (Second Edition) by : Valeriu Soltan

Download or read book Lectures On Convex Sets (Second Edition) written by Valeriu Soltan and published by World Scientific. This book was released on 2019-11-28 with total page 611 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a self-contained and systematic treatment of algebraic and topological properties of convex sets in the n-dimensional Euclidean space. It benefits advanced undergraduate and graduate students with various majors in mathematics, optimization, and operations research. It may be adapted as a primary book or an additional text for any course in convex geometry or convex analysis, aimed at non-geometers. It can be a source for independent study and a reference book for researchers in academia.The second edition essentially extends and revises the original book. Every chapter is rewritten, with many new theorems, examples, problems, and bibliographical references included. It contains three new chapters and 100 additional problems with solutions.

Lectures on Convex Sets (Second Edition)

Lectures on Convex Sets (Second Edition)

Author: Valeriu Soltan

Publisher:

Published: 2019

Total Pages: 611

ISBN-13: 9789811202124

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Book Synopsis Lectures on Convex Sets (Second Edition) by : Valeriu Soltan

Download or read book Lectures on Convex Sets (Second Edition) written by Valeriu Soltan and published by . This book was released on 2019 with total page 611 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Lectures on Convex Optimization

Lectures on Convex Optimization

Author: Yurii Nesterov

Publisher: Springer

Published: 2018-11-19

Total Pages: 589

ISBN-13: 3319915789

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This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning. Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended the abilities of gradient-type methods. Several powerful approaches in structural optimization, including optimization in relative scale and polynomial-time interior-point methods, are also discussed in detail. Researchers in theoretical optimization as well as professionals working on optimization problems will find this book very useful. It presents many successful examples of how to develop very fast specialized minimization algorithms. Based on the author’s lectures, it can naturally serve as the basis for introductory and advanced courses in convex optimization for students in engineering, economics, computer science and mathematics.


Book Synopsis Lectures on Convex Optimization by : Yurii Nesterov

Download or read book Lectures on Convex Optimization written by Yurii Nesterov and published by Springer. This book was released on 2018-11-19 with total page 589 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning. Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended the abilities of gradient-type methods. Several powerful approaches in structural optimization, including optimization in relative scale and polynomial-time interior-point methods, are also discussed in detail. Researchers in theoretical optimization as well as professionals working on optimization problems will find this book very useful. It presents many successful examples of how to develop very fast specialized minimization algorithms. Based on the author’s lectures, it can naturally serve as the basis for introductory and advanced courses in convex optimization for students in engineering, economics, computer science and mathematics.

Convex Optimization

Convex Optimization

Author: Stephen P. Boyd

Publisher: Cambridge University Press

Published: 2004-03-08

Total Pages: 744

ISBN-13: 9780521833783

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Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.


Book Synopsis Convex Optimization by : Stephen P. Boyd

Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Lectures on Discrete Geometry

Lectures on Discrete Geometry

Author: Jiri Matousek

Publisher: Springer Science & Business Media

Published: 2013-12-01

Total Pages: 491

ISBN-13: 1461300398

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The main topics in this introductory text to discrete geometry include basics on convex sets, convex polytopes and hyperplane arrangements, combinatorial complexity of geometric configurations, intersection patterns and transversals of convex sets, geometric Ramsey-type results, and embeddings of finite metric spaces into normed spaces. In each area, the text explains several key results and methods.


Book Synopsis Lectures on Discrete Geometry by : Jiri Matousek

Download or read book Lectures on Discrete Geometry written by Jiri Matousek and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main topics in this introductory text to discrete geometry include basics on convex sets, convex polytopes and hyperplane arrangements, combinatorial complexity of geometric configurations, intersection patterns and transversals of convex sets, geometric Ramsey-type results, and embeddings of finite metric spaces into normed spaces. In each area, the text explains several key results and methods.

Lectures on Stochastic Programming

Lectures on Stochastic Programming

Author: Alexander Shapiro

Publisher: SIAM

Published: 2014-07-09

Total Pages: 512

ISBN-13: 1611973430

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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.


Book Synopsis Lectures on Stochastic Programming by : Alexander Shapiro

Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2014-07-09 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.

Ten Lectures on the Probabilistic Method

Ten Lectures on the Probabilistic Method

Author: Joel Spencer

Publisher: SIAM

Published: 1994-01-01

Total Pages: 98

ISBN-13: 9781611970074

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This update of the 1987 title of the same name is an examination of what is currently known about the probabilistic method, written by one of its principal developers. Based on the notes from Spencer's 1986 series of ten lectures, this new edition contains an additional lecture: The Janson inequalities. These inequalities allow accurate approximation of extremely small probabilities. A new algorithmic approach to the Lovasz Local Lemma, attributed to Jozsef Beck, has been added to Lecture 8, as well. Throughout the monograph, Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical "best possible" results in favor of clearer exposition. The book is not encyclopedic--it contains only those examples that clearly display the methodology. The probabilistic method is a powerful tool in graph theory, combinatorics, and theoretical computer science. It allows one to prove the existence of objects with certain properties (e.g., colorings) by showing that an appropriately defined random object has positive probability of having those properties.


Book Synopsis Ten Lectures on the Probabilistic Method by : Joel Spencer

Download or read book Ten Lectures on the Probabilistic Method written by Joel Spencer and published by SIAM. This book was released on 1994-01-01 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: This update of the 1987 title of the same name is an examination of what is currently known about the probabilistic method, written by one of its principal developers. Based on the notes from Spencer's 1986 series of ten lectures, this new edition contains an additional lecture: The Janson inequalities. These inequalities allow accurate approximation of extremely small probabilities. A new algorithmic approach to the Lovasz Local Lemma, attributed to Jozsef Beck, has been added to Lecture 8, as well. Throughout the monograph, Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical "best possible" results in favor of clearer exposition. The book is not encyclopedic--it contains only those examples that clearly display the methodology. The probabilistic method is a powerful tool in graph theory, combinatorics, and theoretical computer science. It allows one to prove the existence of objects with certain properties (e.g., colorings) by showing that an appropriately defined random object has positive probability of having those properties.

Lectures on Modern Convex Optimization

Lectures on Modern Convex Optimization

Author: Aharon Ben-Tal

Publisher: SIAM

Published: 2001-01-01

Total Pages: 500

ISBN-13: 0898714915

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Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.


Book Synopsis Lectures on Modern Convex Optimization by : Aharon Ben-Tal

Download or read book Lectures on Modern Convex Optimization written by Aharon Ben-Tal and published by SIAM. This book was released on 2001-01-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Convex and Set-Valued Analysis

Convex and Set-Valued Analysis

Author: Aram V. Arutyunov

Publisher: Walter de Gruyter GmbH & Co KG

Published: 2016-12-05

Total Pages: 209

ISBN-13: 3110460300

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This textbook is devoted to a compressed and self-contained exposition of two important parts of contemporary mathematics: convex and set-valued analysis. In the first part, properties of convex sets, the theory of separation, convex functions and their differentiability, properties of convex cones in finite- and infinite-dimensional spaces are discussed. The second part covers some important parts of set-valued analysis. There the properties of the Hausdorff metric and various continuity concepts of set-valued maps are considered. The great attention is paid also to measurable set-valued functions, continuous, Lipschitz and some special types of selections, fixed point and coincidence theorems, covering set-valued maps, topological degree theory and differential inclusions. Contents: Preface Part I: Convex analysis Convex sets and their properties The convex hull of a set. The interior of convex sets The affine hull of sets. The relative interior of convex sets Separation theorems for convex sets Convex functions Closedness, boundedness, continuity, and Lipschitz property of convex functions Conjugate functions Support functions Differentiability of convex functions and the subdifferential Convex cones A little more about convex cones in infinite-dimensional spaces A problem of linear programming More about convex sets and convex hulls Part II: Set-valued analysis Introduction to the theory of topological and metric spaces The Hausdorff metric and the distance between sets Some fine properties of the Hausdorff metric Set-valued maps. Upper semicontinuous and lower semicontinuous set-valued maps A base of topology of the spaceHc(X) Measurable set-valued maps. Measurable selections and measurable choice theorems The superposition set-valued operator The Michael theorem and continuous selections. Lipschitz selections. Single-valued approximations Special selections of set-valued maps Differential inclusions Fixed points and coincidences of maps in metric spaces Stability of coincidence points and properties of covering maps Topological degree and fixed points of set-valued maps in Banach spaces Existence results for differential inclusions via the fixed point method Notation Bibliography Index


Book Synopsis Convex and Set-Valued Analysis by : Aram V. Arutyunov

Download or read book Convex and Set-Valued Analysis written by Aram V. Arutyunov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-12-05 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is devoted to a compressed and self-contained exposition of two important parts of contemporary mathematics: convex and set-valued analysis. In the first part, properties of convex sets, the theory of separation, convex functions and their differentiability, properties of convex cones in finite- and infinite-dimensional spaces are discussed. The second part covers some important parts of set-valued analysis. There the properties of the Hausdorff metric and various continuity concepts of set-valued maps are considered. The great attention is paid also to measurable set-valued functions, continuous, Lipschitz and some special types of selections, fixed point and coincidence theorems, covering set-valued maps, topological degree theory and differential inclusions. Contents: Preface Part I: Convex analysis Convex sets and their properties The convex hull of a set. The interior of convex sets The affine hull of sets. The relative interior of convex sets Separation theorems for convex sets Convex functions Closedness, boundedness, continuity, and Lipschitz property of convex functions Conjugate functions Support functions Differentiability of convex functions and the subdifferential Convex cones A little more about convex cones in infinite-dimensional spaces A problem of linear programming More about convex sets and convex hulls Part II: Set-valued analysis Introduction to the theory of topological and metric spaces The Hausdorff metric and the distance between sets Some fine properties of the Hausdorff metric Set-valued maps. Upper semicontinuous and lower semicontinuous set-valued maps A base of topology of the spaceHc(X) Measurable set-valued maps. Measurable selections and measurable choice theorems The superposition set-valued operator The Michael theorem and continuous selections. Lipschitz selections. Single-valued approximations Special selections of set-valued maps Differential inclusions Fixed points and coincidences of maps in metric spaces Stability of coincidence points and properties of covering maps Topological degree and fixed points of set-valued maps in Banach spaces Existence results for differential inclusions via the fixed point method Notation Bibliography Index

Lectures on Choquet's Theorem

Lectures on Choquet's Theorem

Author: Robert R. Phelps

Publisher: Springer

Published: 2003-07-01

Total Pages: 123

ISBN-13: 3540487190

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A well written, readable and easily accessible introduction to "Choquet theory", which treats the representation of elements of a compact convex set as integral averages over extreme points of the set. The interest in this material arises both from its appealing geometrical nature as well as its extraordinarily wide range of application to areas ranging from approximation theory to ergodic theory. Many of these applications are treated in this book. This second edition is an expanded and updated version of what has become a classic basic reference in the subject.


Book Synopsis Lectures on Choquet's Theorem by : Robert R. Phelps

Download or read book Lectures on Choquet's Theorem written by Robert R. Phelps and published by Springer. This book was released on 2003-07-01 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt: A well written, readable and easily accessible introduction to "Choquet theory", which treats the representation of elements of a compact convex set as integral averages over extreme points of the set. The interest in this material arises both from its appealing geometrical nature as well as its extraordinarily wide range of application to areas ranging from approximation theory to ergodic theory. Many of these applications are treated in this book. This second edition is an expanded and updated version of what has become a classic basic reference in the subject.