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Lectures on Convex Optimization


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Table of Contents

Introduction.- Part I Black-Box Optimization.- 1 Nonlinear Optimization.- 2 Smooth Convex Optimization.- 3 Nonsmooth Convex Optimization.- 4 Second-Order Methods.- Part II Structural Optimization.- 5 Polynomial-time Interior-Point Methods.- 6 Primal-Dual Model of Objective Function.- 7 Optimization in Relative Scale.- Bibliographical Comments.- Appendix A. Solving some Auxiliary Optimization Problems.- References.- Index.

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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