OPT 2010: Relevant References -- TODO

References -- Under construction

Just a few representative references are listed. By no means is the listing comprehensive.

Non-convex Optimization
  1. A. d'Aspremont, F. R. Bach, and L. El Ghaoui. Full Regularization Path for Sparse Principal Component Analysis. In ICML, June 2007.
  2. A. d'Aspremont, F. Bach and L. El Ghaoui. Optimal Solutions for Sparse Principal Component Analysis JMLR, 2008 Paper
  3. R. Horst, N. V. Thoai. DC Programming: Overview, J. Opt. Theory and Appl. Link

Parallel / Large-scale / Decomposition
  1. JMLR Special Topic on Machine Learning and Large Scale Optimization
  2. Yair Censor, Stavros A. Zenios. Parallel Optimization: Theory, Algorithms, and Applications, Oxford Univ. Press, 1998, ISBN 019510062X
  3. Antonio Conejo, Enrique Castillo, Roberto Minguez, Raquel Garcia-Bertrand. Decomposition Techniques in Mathematical Programming. Springer 2006, ISBN 3540276858
  4. Leon S. Lasdon. Optimization Theory for Large Systems. MaxMillan 1970, ISBN 0486419991
  5. Leon Bottou, Olivier Bousquet. The Tradeoffs of Large Scale Learning NIPS 2007, Paper

Stochastic Optimization
  1. Stochastic Programming Homepage

Online Optimization
  1. Elad Hazan, Amit Agarwal, and Satyen Kale. Logarithmic Regret Algorithms for Online Convex Optimization Machine Learning, V.69, December 2007. Paper
  2. Shai Shalev-Shwartz. Online Learning: Theory, Algorithms, and Applications The Hebrew University of Jerusalem. Ph.D. thesis. July 2007. Paper

Non-smooth Optimization
  1. J. Frederic Bonnans, J. Charles Gilbert, Claude Lemarechal, Claudia A. Sagastizabal. Numerical Optimization, 2nd Ed. Springer 2006, ISBN 354035445X.

Combinatorial Optimization
  1. Tomas Werner High-arity Interactions, Polyhedral Relaxations, and Cutting Plane Algorithm for Soft Constraint Optimisation (MAP-MRF) IEEE CVPR, 2008 Paper
  2. Tomas Werner A Linear Programming Approach to Max-sum Problem: A Review IEEE PAMI, July 2007. Paper
  3. Alexander Schrijver. Theory of Linear and Integer Programming, Wiley 1998, ISBN 0471908541