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Descent and Interior-point Methods Convexity and Optimization – Part III

This third and final part of Convexity and Optimization discusses some optimization methods which, when carefully implemented, are efficient numerical optimization algorithms. We begin with a very brief general description of descent methods and then proceed to a detailed study of Newton's method. One chapter is devoted to self-concordant functions, and the convergence rate of Newton's method when applied to self-concordant functions is studied....

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More about this material

Material Type:
Open (Access) Textbook
Date Added to MERLOT:
November 7, 2016
Date Modified in MERLOT:
March 4, 2020
Author:
Submitter:
Cathy Swift
Asian American, Native American, Pacific Islander Serving Institution Hispanic Serving Institution
Primary Audience:
College Lower Division, College Upper Division
Technical Format:
Website
Mobile Compatibility:
Not specified at this time
Technical Requirements:
Download entire book as PDF from this site
Language:
English
Cost Involved:
Yes
Source Code Available:
Unknown
Creative Commons:
Unknown

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