Lectures on Convex Optimization by Yurii Nesterov
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Lectures on Convex Optimization

Lectures on Convex Optimization


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About the Book

It was in the middle of the 1980s, when the seminal paper by Kar- markar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op- timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre- diction of its high efficiency was supported by excellent computational results. This unusual fact dramatically changed the style and direc- tions of the research in nonlinear optimization. Thereafter it became more and more common that the new methods were provided with a complexity analysis, which was considered a better justification of their efficiency than computational experiments. In a new rapidly develop- ing field, which got the name "polynomial-time interior-point methods", such a justification was obligatory. Afteralmost fifteen years of intensive research, the main results of this development started to appear in monographs [12, 14, 16, 17, 18, 19]. Approximately at that time the author was asked to prepare a new course on nonlinear optimization for graduate students. The idea was to create a course which would reflect the new developments in the field. Actually, this was a major challenge. At the time only the theory of interior-point methods for linear optimization was polished enough to be explained to students. The general theory of self-concordant functions had appeared in print only once in the form of research monograph [12].
About the Author: ​Yurii Nesterov is a well-known specialist in optimization. He is an author of pioneering works related to fast gradient methods, polynomial-time interior-point methods, smoothing technique, regularized Newton methods, and others. He is a winner of several prestigious international prizes, including George Danzig prize (2000), von Neumann Theory prize (2009), SIAM Outstanding Paper Award (20014), and Euro Gold Medal (2016).


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Product Details
  • ISBN-13: 9783319915777
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 589
  • Series Title: Springer Optimization and Its Applications
  • Weight: 1083 gr
  • ISBN-10: 3319915770
  • Publisher Date: 01 Dec 2018
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Spine Width: 33 mm
  • Width: 156 mm


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