Convex Optimization

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Stephen Boyd, Lieven VandenbergheCambridge University Press, 3/8/2004EAN 9780521833783, ISBN10: 0521833787Hardcover, 727 pages, 25.4 x 19.8 x 4.1 cmLanguage: EnglishConvex optimiza tion problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.Preface1. IntroductionPart I. Theory2. Convex sets3. Convex functions4. Convex optimization problems5. DualityPart II. Applications6. Approximation and fitting7. Statistical estimation8. Geometrical problemsPart III. Algorithms9. Unconstrained minimization10. Equality constrained minimization11. Interior-point methodsAppendices.'Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable introduction to this modern field of research.' Mathematics of Operations Research Show more