MM Optimization Algorithms Michael Parker This formula can be applied

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MM Optimization Algorithms Michael Parker This formula can be appliedOffers 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