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MM optimization algorithms / Kenneth Lange, University of California, Los Angeles, California

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Other titles in applied mathematics ; 147Publisher: Philadelphia : SIAM, Society for Industrial and Applied Mathematics, [2016], [2016]Description: 1 Online-Ressource (IX, 223 Seiten) : IllustrationenISBN:
  • 9781611974409
Subject(s): Additional physical formats: 9781611974393 | Erscheint auch als: 9781611974393 Druck-AusgabeDDC classification:
  • 519.6 23
MSC: MSC: *90-02 | 62-02 | 62Hxx | 62F10RVK: RVK: SK 830DOI: DOI: 10.1137/1.9781611974409Online resources: Summary: MM Optimization Algorithms 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, and turn a nondifferentiable problem into a smooth problem.PPN: PPN: 866945148Package identifier: Produktsigel: ZDB-72-SIA
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