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Ernest K. Ryu is Assistant Professor of Mathematical Sciences at Seoul National University. He previously served as Assistant Adjunct Professor with the Department of Mathematics at the University of California, Los Angeles from 2016 to 2019, before joining Seoul National University in 2020. He received a BS with distinction in physics and electrical engineering from the California Institute of Technology in 2010; and then an MS in statistics and a PhD – with the Gene Golub Best Thesis Award – in computational mathematics at Stanford University in 2016. His current research focuses on mathematical optimization and machine learning.
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Large-Scale Convex Optimization

Ernest K. Ryu , Wotao Yin


Cambridge University Press

2022-12-01

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Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods – including parallel-distributed algorithms – through the abstraction of monotone operators. With the...

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