Modern Nonconvex Nondifferentiable Optimization

Publication Date: January 6, 2021

Cui, Ying & Pang, Jong-Shi. (2021). Modern Nonconvex Nondifferentiable Optimization. 10.1137/1.9781611976748.

Starting with the fundamentals of classical smooth optimization and
building on established convex programming techniques, this research
monograph provides a foundation and methodology for modern
nonconvex nondifferentiable optimization by providing readers with theory,
methods, and applications of nonconvex and nondifferentiable optimization
in statistical estimation, operations research, machine learning, and
decision making. A comprehensive and rigorous treatment of this
emergent mathematical topic is urgently needed in today’s complex world
of big data and machine learning. This book takes a thorough approach
to the subject and includes examples and exercises to