This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic pro
This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms.
This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. It begins with the fundamental theory of black-b
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive