Convex Analysis and Monotone Operator Theory in Hilbert Spaces

ISBN-13: 9783319483108 / Angielski / Twarda / 2017 / 619 str.

Heinz H. Bauschke; Patrick L. Combettes

Opis

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.

O autorze

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.

Blurb

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.