MM Optimization Algorithms

Name: MM Optimization Algorithms
Brand: SIAM - SOCIETY FOR INDUSTRIAL AND APPLIED
Price: 179.75 AUD
Availability: BackOrder

By: Kenneth Lange

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Hardcover | 28 October 2016

At a Glance

Hardcover
232 Pages

Dimensions(cm)
22.9 x 15.2

Hardcover

RRP $188.00

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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.

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