Convex Analysis and Monotone Operator Theory in Hilbert Spaces - Heinz H. Bauschke, Patrick L. Combettes

Convex Analysis and Monotone Operator Theory in Hilbert Spaces

Buch | Hardcover
XIX, 619 Seiten
2017 | 2nd ed. 2017
Springer International Publishing (Verlag)
978-3-319-48310-8 (ISBN)
139,09 inkl. MwSt
This book examines results of convex analysis and optimization in Hilbert space, presenting a concise exposition of related theory that allows for algorithms to construct solutions to problems in optimization, equilibrium theory, monotone inclusions and more.

This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators. Taking a unique comprehensive approach, the theory is developed from the ground up, with the rich connections and interactions between the areas as the central focus, and it is illustrated by a large number of examples. The Hilbert space setting of the material offers a wide range of applications while avoiding the technical difficulties of general Banach spaces. The authors have also drawn upon recent advances and modern tools to simplify the proofs of key results making the book more accessible to a broader range of scholars and users. Combining a strong emphasis on applications with exceptionally lucid writing and an abundance of exercises, this text is of great value to a large audience including pure and applied mathematicians as well as researchers in engineering, data science, machine learning, physics, decision sciences, economics, and inverse problems. The second edition of Convex Analysis and Monotone Operator Theory in Hilbert Spaces greatly expands on the first edition, containing over 140 pages of new material, over 270 new results, and more than 100 new exercises. It features a new chapter on proximity operators including two sections on proximity operators of matrix functions, in addition to several new sections distributed throughout the original chapters. Many existing results have been improved, and the list of references has been updated.

Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada.

Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Université Pierre et Marie Curie - Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematicsin 2016.

Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada. Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Université Pierre et Marie Curie - Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematics in 2016.

Background.- Hilbert Spaces.- Convex Sets.- Convexity and Notation of Nonexpansiveness.- Fejer Monotonicity and Fixed Point Iterations.- Convex Cones and Generalized Interiors.- Support Functions and Polar Sets.- Convex Functions.- Lower Semicontinuous Convex Functions.- Convex Functions: Variants.- Convex Minimization Problems.- Infimal Convolution.- Conjugation.- Further Conjugation Results.- Fenchel-Rockafellar Duality.- Subdifferentiability of Convex Functions.- Differentiability of Convex Functions.- Further Differentiability Results.- Duality in Convex Optimization.- Monotone Operators.- Finer Properties of Monotone Operators.- Stronger Notions of Monotonicity.- Resolvents of Monotone Operators.- Proximity Operators.- Sums of Monotone Operators.- Zeros of Sums of Monotone Operators.- Fermat's Rule in Convex Optimization.- Proximal Minimization.- Projection Operators.- Best Approximation Algorithms.

Erscheinungsdatum
Reihe/Serie CMS Books in Mathematics
Zusatzinfo XIX, 619 p. 18 illus.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Themenwelt Informatik Software Entwicklung User Interfaces (HCI)
Informatik Theorie / Studium Algorithmen
Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Angewandte Mathematik
Schlagworte algorithms • Calculus of Variations • Calculus of Variations and Optimal Control • Combinatorics and graph theory • Convex Analysis • Convex Optimization • fixed point algorithm • Mathematics • mathematics and statistics • monotone operator • nonexpansive operator • Numerical analysis • operator splitting algorithm • Optimization • proximal algorithm • Visualization
ISBN-10 3-319-48310-2 / 3319483102
ISBN-13 978-3-319-48310-8 / 9783319483108
Zustand Neuware
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