Items related to MM Optimization Algorithms

MM Optimization Algorithms - Hardcover

Lange, Kenneth

 
9781611974393: MM Optimization Algorithms
Hardcover
ISBN 10: 1611974399 ISBN 13: 9781611974393
Publisher: Society for Industrial & Applied Mathematics,U.S., 2016

Synopsis

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.

    • 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.

    "synopsis" may belong to another edition of this title.

    Publisher
    Society for Industrial & Applied Mathematics,U.S.
    Publication date
    2016
    Language
    English
    ISBN 10 
    1611974399
    ISBN 13 
    9781611974393
    Binding
    Hardcover
    Number of pages
    232