MM Optimization Algorithms
Format: Hardcover
ISBN13: 9781611974393
Hardcover|9781611974393
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Overview
Offers an overview of the MM principle, a device for deriving optimization algorithms satisfying the ascent or descent property. These algorithms can:
- Separate the variables of a problem.
- Avoid large matrix inversions.
- Linearize a problem.
- Restore symmetry.
- Deal with equality and inequality constraints gracefully.
- Turn a non-differentiable problem into a smooth problem.
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The author:- Presents the first extended treatment of MM algorithms, which are ideal for high-dimensional optimization problems in data mining, imaging, and genomics.
- Derives numerous algorithms from a broad diversity of application areas, with a particular emphasis on statistics, biology, and data mining.
- Summarizes a large amount of literature that has not reached book form before.
| ISBN-13 | 9781611974393 |
|---|---|
| ISBN-10 | 1611974399 |
| Weight | 0.51 Pounds |
| Dimensions | 10.67 x 0.87 x 7.24 In |
| List Price | $79.00 |
| Format | Hardcover |
|---|---|
| Pages | 232 pages |
| Publisher | SIAM-Society for Industrial and Applied Mathematics |
| Published On | 2016-07-30 |
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