Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. The text 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.

Innehållsförteckning

1. Introduction -- I. Theory -- 2. Convex sets -- 3. Convex functions -- 4. Convex optimization problems -- 5. Duality -- II. Applications -- 6. Approximation and fitting -- 7. Statistical estimation -- 8. Geometric problems -- III. Algorithms -- 9. Unconstrained minimization -- 10. Equality constrained minimization -- 11. Interior-point methods -- Appendices -- A. Mathematical background -- B. Problems involving two quadratic functions -- C. Numerical linear algebra background

Detaljer

Medverkan och funktion

Stephen P Boyd, Lieven Vandenberghe

klassifikation

519.6 (DDK-klassifikation), Tdd (kssb)

Identifikator

ISBN 9780511804441, ISBN 0521833787, ISBN 9781107385924, ISBN 110738592X

Indirekt identifierad av

ISBN 9780521833783 · Print, ISBN 0521833787 · Print

har titel

Convex optimization

upphovsuppgift

Stephen Boyd, Lieven Vandenberghe

utgivning

Cambridge : Cambridge University Press, 2004

omfång

online resource (xiii, 716 s.)

tillhörande media

Freely available from Stephen Boyd's website

Relaterad beskrivning eller innehåll

Table of contents

anmärkning

Includes bibliographical references and index.
"This title has been withdrawn from sale on Cambridge Books Online. Institutions who purchased this title previous to removal will continue to have access via Cambridge Books Online [...]"