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Convex Analysis and Monotone Operator Theory in Hilbert Spaces: CMS Books in Mathematics

Autor Heinz H. Bauschke, Patrick L. Combettes
en Limba Engleză Paperback – 27 mai 2013
This book provides a largely self-contained account of the main results of convex analysis and optimization in Hilbert space. A concise exposition of related constructive fixed point theory is presented, that allows for a wide range of algorithms to construct solutions to problems in optimization, equilibrium theory, monotone inclusions, variational inequalities, best approximation theory, and convex feasibility. The book is accessible to a broad audience, and reaches out in particular to applied scientists and engineers, to whom these tools have become indispensable.
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Specificații

ISBN-13: 9781461428695
ISBN-10: 1461428696
Pagini: 484
Dimensiuni: 155 x 235 x 30 mm
Greutate: 0.68 kg
Ediția:2011
Editura: Springer
Colecția Springer
Seria CMS Books in Mathematics

Locul publicării:New York, NY, United States

Public țintă

Research

Descriere

This book provides a largely self-contained account of the main results of convex analysis and optimization in Hilbert space. A concise exposition of related constructive fixed point theory is presented, that allows for a wide range of algorithms to construct solutions to problems in optimization, equilibrium theory, monotone inclusions, variational inequalities, best approximation theory, and convex feasibility. The book is accessible to a broad audience, and reaches out in particular to applied scientists and engineers, to whom these tools have become indispensable.

Cuprins

 Background.- Hilbert Spaces.- Convex sets.- Convexity and Nonexpansiveness.- Fej´er 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 Variational Problems.-  Infimal Convolution.- Conjugation.- Further Conjugation Results.- Fenchel–Rockafellar Duality.- Subdifferentiability.- 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.- Sums of Monotone Operators.-Zeros of Sums of Monotone Operators.- Fermat’s Rule in Convex Optimization.- Proximal Minimization  Projection Operators.- Best Approximation Algorithms.- Bibliographical Pointers.- Symbols and Notation.- References.

Recenzii

From the reviews:
“This book is devoted to a review of basic results and applications of convex analysis, monotone operator theory, and the theory of nonexpansive mappings in Hilbert spaces. … Each chapter concludes with an exercise section. Bibliographical pointers, a summary of symbols and notation, an index, and a comprehensive reference list are also included. The book is suitable for graduate students and researchers in pure and applied mathematics, engineering and economics.” (Sergiu Aizicovici, Zentralblatt MATH, Vol. 1218, 2011)
“This timely, well-written, informative and readable book is a largely self-contained exposition of the main results … in Hilbert spaces. … The high level of the presentation, the careful and detailed discussion of many applications and algorithms, and last, but not least, the inclusion of more than four hundred exercises, make the book accessible and of great value to students, practitioners and researchers … .” (Simeon Reich, Mathematical Reviews, Issue 2012 h)

Textul de pe ultima copertă

This book presents a largely self-contained account of the main results of convex analysis, monotone operator theory, and the theory of nonexpansive operators in the context of Hilbert spaces. Unlike existing literature, the novelty of this book, and indeed its central theme, is the tight interplay among the key notions of convexity, monotonicity, and nonexpansiveness. The presentation is accessible to a broad audience and attempts to reach out in particular to the applied sciences and engineering communities, where these tools have become indispensable.
 
Graduate students and researchers in pure and applied mathematics will benefit from this book. It is also directed to researchers in engineering, decision sciences, economics, and inverse problems, and can serve as a reference book.
Author Information:
Heinz H. Bauschke is a Professor of Mathematics at the University of British Columbia, Okanagan campus (UBCO) and currently a Canada Research Chair in Convex Analysis and Optimization. He was born in Frankfurt where he received his "Diplom-Mathematiker (mit Auszeichnung)" from Goethe Universität in 1990. He defended his Ph.D. thesis in Mathematics at Simon Fraser University in 1996 and was awarded the Governor General's Gold Medal for his graduate work. After a NSERC Postdoctoral Fellowship spent at the University of Waterloo, at the Pennsylvania State University, and at the University of California at Santa Barbara, Dr. Bauschke became College Professor at Okanagan University College in 1998. He joined the University of Guelph in 2001, and he returned to Kelowna in 2005, when Okanagan University College turned into UBCO.  In 2009, he became UBCO's first "Researcher of the Year".
Patrick L. Combettes received the Brevet d'Études du Premier Cycle from Académie de Versailles in 1977 and the Ph.D. degree from North Carolina State University in 1989. In 1990, he joined the City College and the Graduate Center of the City University of New York where he became a Full Professor in 1999. Since 1999, he has been with the Faculty of Mathematics of Université Pierre et Marie Curie -- Paris 6, laboratoire Jacques-Louis Lions, where he is presently a Professeur de Classe Exceptionnelle.
He was elected Fellow of the IEEE in 2005.

Caracteristici

 Tight interplay among the key notions of convexity, monotonicity, and nonexpansiveness.
Accessible to a broad audience
Coverage of many applications of interest to practitioners in infinite-dimensional spaces.
More than 400 exercises are distributed throughout the book

Notă biografică

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.