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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 – 3 mai 2018
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.
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Specificații

ISBN-13: 9783319839110
ISBN-10: 331983911X
Pagini: 619
Ilustrații: XIX, 619 p. 18 illus.
Dimensiuni: 155 x 235 mm
Greutate: 0.89 kg
Ediția:Softcover reprint of the original 2nd ed. 2017
Editura: Springer International Publishing
Colecția Springer
Seria CMS Books in Mathematics

Locul publicării:Cham, Switzerland

Cuprins

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.

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.

Textul de pe ultima copertă

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 Mathematics in 2016.

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 finite- and infinite- dimensional spaces More than 500 exercises are distributed throughout the book Includes supplementary material: sn.pub/extras

Descriere

Descriere de la o altă ediție sau format:
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.

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)