Giuseppe C. Calafiore, Laurent El GhaouiCambridge University Press, 10/31/2014EAN 9781107050877, ISBN10: 1107050871Hardcover, 650 pages, 25.3 x 19.6 x 3.4 cmLanguage: EnglishEmphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook is an accessible introduction to the field of optimization, focusing on powerful and reliable convex optimization techniques. Students and practitioners will learn how to recognize, simplify, model and solve optimization problems - and apply these principles to their own projects. A clear and self-contained introduction to linear algebra demonstrates core mathematical concepts in a way that is easy to follow, and helps students to understand their practical relevance. Requiring only a basic understanding of geometry, calculus, probability and statistics, and striking a careful balance between accessibility and rigor, it enables students to quickly understand the material, without being overwhelmed by complex mathematics. Accompanied by numerous end-of-chapter problems, an online solutions manual for instructors, and relevant examples from diverse fields including engineering, data science, economics, finance, and management, this is the perfect introduction to optimization for undergraduate and graduate students.1. IntroductionPart I. Linear Algebra2. Vectors3. Matrices4. Symmetric matrices5. Singular value decomposition6. Linear equations and least-squares7. Matrix algorithmsPart II. Convex Optimization8. Convexity9. Linear, quadratic and geometric models10. Second-order cone and robust models11. Semidefinite models12. Introduction to algorithmsPart III. Applications13. Learning from data14. Computational finance15. Control problems16. Engineering design.
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