MM Optimization Algorithms
Author | : Kenneth Lange |
Publisher | : SIAM |
Total Pages | : 229 |
Release | : 2016-07-11 |
ISBN-10 | : 9781611974393 |
ISBN-13 | : 1611974399 |
Rating | : 4/5 (399 Downloads) |
Download or read book MM Optimization Algorithms written by Kenneth Lange and published by SIAM. This book was released on 2016-07-11 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: MM Optimization Algorithms?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, and turn a nondifferentiable 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; and summarizes a large amount of literature that has not reached book form before.?