MM Optimization Algorithms

Offers an overview of the MM principle, a device for deriving optimization algorithms satisfying the ascent or descent property. These algorithms can:Separate the variables of a problem.Avoid large matrix inversions.Linearize a problem.Restore symmetry.Deal with equality and inequality constraints gracefully.Turn a non-differentiable problem into a smooth problem.The author:Presents the first extended treatment of MM algorithms, which are ideal for high-dimensional optimization problems in data mining, imaging, and genomics. Derives numerous algorithms from a broad diversity of application areas, with a particular emphasis on statistics, biology, and data mining.Summarizes a large amount of literature that has not reached book form before.