Springer Texts in Statistics

Optimization

Authors: Lange, Kenneth

  • ​Provides an integration of mathematical theory and development of numerical algorithms for applied optimization
  • Includes new chapters on calculus of variations, integration, and block relaxation
  • Showcases balance between presentation of mathematical theory and development of numerical algorithms
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  • ISBN 978-1-4614-5838-8
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  • ISBN 978-1-4614-5837-1
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Softcover $89.95
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  • ISBN 978-1-4899-9270-3
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About this Textbook

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications.

In this second edition the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth.  Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions.

 

About the authors

Kenneth Lange is the Rosenfeld Professor of Computational Genetics at UCLA. He is also Chair of the Department of Human Genetics and Professor of Biomathematics and Statistics. At various times during his career, he has held appointments at the University of New Hampshire, MIT, Harvard, the University of Michigan, the University of Helsinki, and Stanford. He is a fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the American Institute for Medical and Biomedical Engineering. His research interests include human genetics, population modeling, biomedical imaging, computational statistics, and applied stochastic processes. Springer previously published his books Mathematical and Statistical Methods for Genetic Analysis, Numerical Analysis for Statisticians, and Applied Probability, all in second editions.

Table of contents (17 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4614-5838-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.95
price for USA
  • ISBN 978-1-4614-5837-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $89.95
price for USA
  • ISBN 978-1-4899-9270-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Optimization
Authors
Series Title
Springer Texts in Statistics
Series Volume
95
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-5838-8
DOI
10.1007/978-1-4614-5838-8
Hardcover ISBN
978-1-4614-5837-1
Softcover ISBN
978-1-4899-9270-3
Series ISSN
1431-875X
Edition Number
2
Number of Pages
XVII, 529
Topics