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These works are complementary in that they deal primarily with convex, possibly nondifferentiable, optimization problems and rely on convex analysis. By contrast the nonlinear programming book focuses primarily on analytical and computational methods for possibly nonconvex differentiable problems. It relies primarily on calculus and variational analysis, yet it still contains a detailed presentation of duality theory and its uses for both convex and nonconvex problems.
This on-line edition contains detailed solutions to all the theoretical book exercises. Among its special features, the book: Provides extensive coverage of iterative optimization methods within a unifying framework Covers in depth duality theory from both a variational and a geometric point of view Provides a detailed treatment of interior point methods for linear programming Includes much new material on a number of topics, such as proximal algorithms, alternating direction methods of multipliers, and conic programming Focuses on large-scale optimization topics of much current interest, such as first order methods, incremental methods, and distributed asynchronous computation, and their applications in machine learning, signal processing, neural network training, and big data applications Includes a large number of examples and exercises Was developed through extensive classroom use in first-year graduate courses.
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