大规模凸优化.pdf
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Large-ScaleConvexOptimizationvia MonotoneOperators LastCompiled:January8,2022
Large-ScaleConvexOptimizationvia
MonotoneOperators
ErnestK.Ryu
DepartmentofMathematicalSciences
SeoulNationalUniversity
WotaoYin
DepartmentofMathematics
UniversityofCalifornia,LosAngeles
DecisionIntelligenceLab,DamoAcademy
AlibabaGroup
CoverartbyHyoChungLee
Dedicatedtoourwives BoraandRui
Contents
Preface xi
1 Introductionandpreliminaries 1 1.1 First-ordermethodsinthemodernera . . . . . . . . . . . . . . . . . . . 1 1.2 Limitationsofmonotoneoperatortheory. . . . . . . . . . . . . . . . . . 2 1.3 Preliminaries. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 Notesandreferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 Exercises . . . . . . . .. . . . . . . . . . . . . .