Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Author: Stephen Boyd

Publisher: Now Publishers Inc

Published: 2011

Total Pages: 138

ISBN-13: 160198460X

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Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.


Projectors and Projection Methods

Projectors and Projection Methods

Author: Aurél Galántai

Publisher: Springer Science & Business Media

Published: 2013-12-11

Total Pages: 292

ISBN-13: 1441991808

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The projectors are considered as simple but important type of matrices and operators. Their basic theory can be found in many books, among which Hal mas [177], [178] are of particular significance. The projectors or projections became an active research area in the last two decades due to ideas generated from linear algebra, statistics and various areas of algorithmic mathematics. There has also grown up a great and increasing number of projection meth ods for different purposes. The aim of this book is to give a unified survey on projectors and projection methods including the most recent results. The words projector, projection and idempotent are used as synonyms, although the word projection is more common. We assume that the reader is familiar with linear algebra and mathemati cal analysis at a bachelor level. The first chapter includes supplements from linear algebra and matrix analysis that are not incorporated in the standard courses. The second and the last chapter include the theory of projectors. Four chapters are devoted to projection methods for solving linear and non linear systems of algebraic equations and convex optimization problems.


Greedy Approximation

Greedy Approximation

Author: Vladimir Temlyakov

Publisher: Cambridge University Press

Published: 2011-09-08

Total Pages: 433

ISBN-13: 1139502808

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This first book on greedy approximation gives a systematic presentation of the fundamental results. It also contains an introduction to two hot topics in numerical mathematics: learning theory and compressed sensing. Nonlinear approximation is becoming increasingly important, especially since two types are frequently employed in applications: adaptive methods are used in PDE solvers, while m-term approximation is used in image/signal/data processing, as well as in the design of neural networks. The fundamental question of nonlinear approximation is how to devise good constructive methods (algorithms) and recent results have established that greedy type algorithms may be the solution. The author has drawn on his own teaching experience to write a book ideally suited to graduate courses. The reader does not require a broad background to understand the material. Important open problems are included to give students and professionals alike ideas for further research.


Proximal Algorithms

Proximal Algorithms

Author: Neal Parikh

Publisher: Now Pub

Published: 2013-11

Total Pages: 130

ISBN-13: 9781601987167

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Proximal Algorithms discusses proximal operators and proximal algorithms, and illustrates their applicability to standard and distributed convex optimization in general and many applications of recent interest in particular. Much like Newton's method is a standard tool for solving unconstrained smooth optimization problems of modest size, proximal algorithms can be viewed as an analogous tool for nonsmooth, constrained, large-scale, or distributed versions of these problems. They are very generally applicable, but are especially well-suited to problems of substantial recent interest involving large or high-dimensional datasets. Proximal methods sit at a higher level of abstraction than classical algorithms like Newton's method: the base operation is evaluating the proximal operator of a function, which itself involves solving a small convex optimization problem. These subproblems, which generalize the problem of projecting a point onto a convex set, often admit closed-form solutions or can be solved very quickly with standard or simple specialized methods. Proximal Algorithms discusses different interpretations of proximal operators and algorithms, looks at their connections to many other topics in optimization and applied mathematics, surveys some popular algorithms, and provides a large number of examples of proximal operators that commonly arise in practice.


Knots and Links

Knots and Links

Author: Dale Rolfsen

Publisher: American Mathematical Soc.

Published: 2003

Total Pages: 458

ISBN-13: 0821834363

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Rolfsen's beautiful book on knots and links can be read by anyone, from beginner to expert, who wants to learn about knot theory. Beginners find an inviting introduction to the elements of topology, emphasizing the tools needed for understanding knots, the fundamental group and van Kampen's theorem, for example, which are then applied to concrete problems, such as computing knot groups. For experts, Rolfsen explains advanced topics, such as the connections between knot theory and surgery and how they are useful to understanding three-manifolds. Besides providing a guide to understanding knot theory, the book offers 'practical' training. After reading it, you will be able to do many things: compute presentations of knot groups, Alexander polynomials, and other invariants; perform surgery on three-manifolds; and visualize knots and their complements.It is characterized by its hands-on approach and emphasis on a visual, geometric understanding. Rolfsen offers invaluable insight and strikes a perfect balance between giving technical details and offering informal explanations. The illustrations are superb, and a wealth of examples are included. Now back in print by the AMS, the book is still a standard reference in knot theory. It is written in a remarkable style that makes it useful for both beginners and researchers. Particularly noteworthy is the table of knots and links at the end. This volume is an excellent introduction to the topic and is suitable as a textbook for a course in knot theory or 3-manifolds. Other key books of interest on this topic available from the AMS are ""The Shoelace Book: A Mathematical Guide to the Best (and Worst) Ways to Lace your Shoes"" and ""The Knot Book.""


Fixed-Point Algorithms for Inverse Problems in Science and Engineering

Fixed-Point Algorithms for Inverse Problems in Science and Engineering

Author: Heinz H. Bauschke

Publisher: Springer Science & Business Media

Published: 2011-05-27

Total Pages: 409

ISBN-13: 1441995692

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"Fixed-Point Algorithms for Inverse Problems in Science and Engineering" presents some of the most recent work from top-notch researchers studying projection and other first-order fixed-point algorithms in several areas of mathematics and the applied sciences. The material presented provides a survey of the state-of-the-art theory and practice in fixed-point algorithms, identifying emerging problems driven by applications, and discussing new approaches for solving these problems. This book incorporates diverse perspectives from broad-ranging areas of research including, variational analysis, numerical linear algebra, biotechnology, materials science, computational solid-state physics, and chemistry. Topics presented include: Theory of Fixed-point algorithms: convex analysis, convex optimization, subdifferential calculus, nonsmooth analysis, proximal point methods, projection methods, resolvent and related fixed-point theoretic methods, and monotone operator theory. Numerical analysis of fixed-point algorithms: choice of step lengths, of weights, of blocks for block-iterative and parallel methods, and of relaxation parameters; regularization of ill-posed problems; numerical comparison of various methods. Areas of Applications: engineering (image and signal reconstruction and decompression problems), computer tomography and radiation treatment planning (convex feasibility problems), astronomy (adaptive optics), crystallography (molecular structure reconstruction), computational chemistry (molecular structure simulation) and other areas. Because of the variety of applications presented, this book can easily serve as a basis for new and innovated research and collaboration.


Nanoscale Photonic Imaging

Nanoscale Photonic Imaging

Author: Tim Salditt

Publisher: Springer Nature

Published: 2020-06-09

Total Pages: 634

ISBN-13: 3030344134

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This open access book, edited and authored by a team of world-leading researchers, provides a broad overview of advanced photonic methods for nanoscale visualization, as well as describing a range of fascinating in-depth studies. Introductory chapters cover the most relevant physics and basic methods that young researchers need to master in order to work effectively in the field of nanoscale photonic imaging, from physical first principles, to instrumentation, to mathematical foundations of imaging and data analysis. Subsequent chapters demonstrate how these cutting edge methods are applied to a variety of systems, including complex fluids and biomolecular systems, for visualizing their structure and dynamics, in space and on timescales extending over many orders of magnitude down to the femtosecond range. Progress in nanoscale photonic imaging in Göttingen has been the sum total of more than a decade of work by a wide range of scientists and mathematicians across disciplines, working together in a vibrant collaboration of a kind rarely matched. This volume presents the highlights of their research achievements and serves as a record of the unique and remarkable constellation of contributors, as well as looking ahead at the future prospects in this field. It will serve not only as a useful reference for experienced researchers but also as a valuable point of entry for newcomers.