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This is a 2000-page monograph on those topics in the title. I was hoping that the monograph goes deeper into optimization theory, but it seems that, while the
by quanto 4y ago
This is a 2000-page monograph on those topics in the title. I was hoping that the monograph goes deeper into optimization theory, but it seems that, while the monograph builds up to optimization, it only covers select topics in optimization. The title says it is "for computer science and machine learning." As such, deeper mathematical works in optimization theory understandably do not seem to be the intent behind the monograph.
- rhymer 4y agoJust curious what are the deeper optimization topics you were hoping to see in the monograph?
- zekrioca 4y agoNot OP, but probably Convex Optimization [1]. [1] https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf
- Bimos 4y agoOr maybe branch-and-bound? Useful but not that mathematical.
- chisquared 4y agoJudging from the TOC, everything in Part I of Boyd and Vandenberghe appears in some form in the monograph, so I don't think that's it.
- jpfr 4y agoShameless plug: I hold a lecture on "Optimization Methods for Machine Learning" that goes deep into convex optimization. Video recordings from the corona period (+ slides) are available here: https://www.youtube.com/playlist?list=PLdkTDauaUnQpzuOCZyUUZc0lxf4-PXNR5 https://www.youtube.com/playlist?list=PLdkTDauaUnQpzuOCZyUUZ...
- cashsterling 4y agoThank you... I'm going to check out your videos and slides.