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MM Optimization Algorithms by Kenneth Lange 9781611974393
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MM Optimization Algorithms by Kenneth Lange 9781611974393

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Description

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.


    Book Information
    ISBN 9781611974393
    Author Kenneth Lange
    Format Hardback
    Page Count 232
    Imprint Society for Industrial & Applied Mathematics,U.S.
    Publisher Society for Industrial & Applied Mathematics,U.S.
    Weight(grams) 695g

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