Modern Nonconvex Nondifferentiable Optimization
Modern Nonconvex Nondifferentiable Optimization
SKU:9781611976731
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Starting with the fundamentals of classical smooth optimization and building on established convex programming techniques, this research monograph presents a foundation and methodology for modern nonconvex nondifferentiable optimization. It provides readers with theory, methods, and applications of nonconvex and nondifferentiable optimization in statistical estimation, operations research, machine learning, and decision making. A comprehensive and rigorous treatment of this emergent mathematical topic is urgently needed in today's complex world of big data and machine learning. This book takes a thorough approach to the subject and includes examples and exercises to enrich the main themes, making it suitable for classroom instruction. Modern Nonconvex Nondifferentiable Optimization is intended for applied and computational mathematicians, optimizers, operations researchers, statisticians, computer scientists, engineers, economists, and machine learners. It could be used in advanced courses on optimization/operations research and nonconvex and nonsmooth optimization.
About the Author
About the Author
Ying Cui is an Assistant Professor of Industrial and Systems Engineering at the University of Minnesota. Previously, she spent over two years as a postdoctoral associate at the University of Southern California. Her research focuses on the mathematical foundation of data science with emphasis on optimization techniques for operations research, machine learning, and statistical estimations. Jong-Shi Pang is the Epstein Family Chair and Professor of Industrial and Systems Engineering at the University of Southern California. Since July 2019, he has served as the Editor-in-Chief of the SIAM Journal on Optimization. His research interests include mathematical modeling and analysis of a wide range of complex engineering and economics systems, with a focus in operations research, single and multi-agent optimization, equilibrium programming, and constrained dynamical systems. In February 2021, he became a member of the National Academy of Engineering.
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