Just a few representative references are
listed. By no means is the listing comprehensive.
Non-convex Optimization
- A. d'Aspremont, F. R. Bach, and L. El Ghaoui. Full Regularization Path for
Sparse Principal Component Analysis. In
ICML, June 2007.
- A. d'Aspremont, F. Bach and L. El Ghaoui. Optimal Solutions for Sparse
Principal Component Analysis JMLR, 2008
Paper
- R. Horst, N. V. Thoai. DC Programming:
Overview, J. Opt. Theory and Appl.
Link
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Parallel / Large-scale / Decomposition
- JMLR Special Topic on Machine Learning and Large Scale Optimization
- Yair Censor, Stavros A. Zenios. Parallel Optimization: Theory, Algorithms, and
Applications, Oxford Univ. Press, 1998, ISBN 019510062X
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Antonio Conejo, Enrique Castillo, Roberto Minguez, Raquel
Garcia-Bertrand. Decomposition
Techniques in Mathematical Programming. Springer
2006, ISBN 3540276858
- Leon S. Lasdon. Optimization
Theory for Large Systems. MaxMillan 1970, ISBN
0486419991
- Leon Bottou, Olivier Bousquet. The Tradeoffs of Large Scale Learning NIPS
2007, Paper
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Stochastic Optimization
- Stochastic Programming Homepage
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Online Optimization
- Elad Hazan, Amit Agarwal, and Satyen Kale. Logarithmic Regret Algorithms for
Online Convex Optimization Machine Learning,
V.69, December 2007. Paper
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Shai Shalev-Shwartz. Online Learning: Theory, Algorithms, and
Applications The Hebrew University of
Jerusalem. Ph.D. thesis. July 2007. Paper
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Non-smooth Optimization
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J. Frederic Bonnans, J. Charles Gilbert, Claude Lemarechal, Claudia
A. Sagastizabal. Numerical
Optimization, 2nd Ed. Springer 2006, ISBN 354035445X.
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Combinatorial Optimization
-
Tomas Werner High-arity
Interactions, Polyhedral Relaxations, and Cutting Plane Algorithm
for Soft Constraint Optimisation (MAP-MRF) IEEE
CVPR, 2008 Paper
- Tomas Werner A Linear Programming
Approach to Max-sum Problem: A Review IEEE PAMI,
July 2007. Paper
- Alexander Schrijver. Theory of
Linear and Integer Programming, Wiley 1998, ISBN 0471908541
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