Lectures On Convex Sets (Second Edition)

Lectures On Convex Sets (Second Edition) PDF

Author: Valeriu Soltan

Publisher: World Scientific

Published: 2019-11-28

Total Pages: 611

ISBN-13: 9811202133

DOWNLOAD EBOOK →

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 Optimization

Lectures on Convex Optimization PDF

Author: Yurii Nesterov

Publisher: Springer

Published: 2018-11-19

Total Pages: 589

ISBN-13: 3319915789

DOWNLOAD EBOOK →

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.

Lectures on Convex Geometry

Lectures on Convex Geometry PDF

Author: Daniel Hug

Publisher: Springer Nature

Published: 2020-08-27

Total Pages: 287

ISBN-13: 3030501809

DOWNLOAD EBOOK →

This book provides a self-contained introduction to convex geometry in Euclidean space. After covering the basic concepts and results, it develops Brunn–Minkowski theory, with an exposition of mixed volumes, the Brunn–Minkowski inequality, and some of its consequences, including the isoperimetric inequality. Further central topics are then treated, such as surface area measures, projection functions, zonoids, and geometric valuations. Finally, an introduction to integral-geometric formulas in Euclidean space is provided. The numerous exercises and the supplementary material at the end of each section form an essential part of the book. Convexity is an elementary and natural concept. It plays a key role in many mathematical fields, including functional analysis, optimization, probability theory, and stochastic geometry. Paving the way to the more advanced and specialized literature, the material will be accessible to students in the third year and can be covered in one semester.

Convex Sets and Their Applications

Convex Sets and Their Applications PDF

Author: Steven R. Lay

Publisher: Courier Corporation

Published: 2007-01-01

Total Pages: 260

ISBN-13: 0486458032

DOWNLOAD EBOOK →

Suitable for advanced undergraduates and graduate students, this text introduces the broad scope of convexity. It leads students to open questions and unsolved problems, and it highlights diverse applications. Author Steven R. Lay, Professor of Mathematics at Lee University in Tennessee, reinforces his teachings with numerous examples, plus exercises with hints and answers. The first three chapters form the foundation for all that follows, starting with a review of the fundamentals of linear algebra and topology. They also survey the development and applications of relationships between hyperplanes and convex sets. Subsequent chapters are relatively self-contained, each focusing on a particular aspect or application of convex sets. Topics include characterizations of convex sets, polytopes, duality, optimization, and convex functions. Hints, solutions, and references for the exercises appear at the back of the book.

Lectures on Discrete Geometry

Lectures on Discrete Geometry PDF

Author: Jiri Matousek

Publisher: Springer Science & Business Media

Published: 2013-12-01

Total Pages: 491

ISBN-13: 1461300398

DOWNLOAD EBOOK →

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.

Convex Optimization

Convex Optimization PDF

Author: Stephen P. Boyd

Publisher: Cambridge University Press

Published: 2004-03-08

Total Pages: 744

ISBN-13: 9780521833783

DOWNLOAD EBOOK →

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 Stochastic Programming

Lectures on Stochastic Programming PDF

Author: Alexander Shapiro

Publisher: SIAM

Published: 2014-07-09

Total Pages: 512

ISBN-13: 1611973430

DOWNLOAD EBOOK →

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 PDF

Author: Joel Spencer

Publisher: SIAM

Published: 1994-01-01

Total Pages: 98

ISBN-13: 9781611970074

DOWNLOAD EBOOK →

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 PDF

Author: Aharon Ben-Tal

Publisher: SIAM

Published: 2001-01-01

Total Pages: 500

ISBN-13: 0898714915

DOWNLOAD EBOOK →

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.