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Convex Optimization

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Convex Optimization Cover

 

Synopses & Reviews

Publisher Comments:

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.

Synopsis:

The focus of this 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.

Synopsis:

A comprehensive introduction to the tools, techniques and applications of convex optimization.

About the Author

Stephen Boyd received his PhD from the University of California, Berkeley. Since 1985 he has been a member of the Electrical Engineering Department at Stanford University, where he is now Professor and Director of the Information Systems Laboratory. He has won numerous awards for teaching and research, and is a Fellow of the IEEE. He was one of the co-founders of Barcelona Design, and is the co-author of two previous books Linear Controller Design: Limits of Performance and Linear Matrix Inequalities in System and Control Theory.Lieven Vandenberghe received his PhD from the Katholieke Universiteit, Leuven, Belgium, and is a Professor of Electrical Engineering at the University of California, Los Angeles. He has published widely in the field of optimization and is the recipient of a National Science Foundation CAREER award.

Table of Contents

Preface; 1. Introduction; Part I. Theory: 2. Convex sets; 3. Convex functions; 4. Convex optimization problems; 5. Duality; Part II. Applications: 6. Approximation and fitting; 7. Statistical estimation; 8. Geometrical problems; Part III. Algorithms: 9. Unconstrained minimization; 10. Equality constrained minimization; 11. Interior-point methods; Appendices.

Product Details

ISBN:
9780521833783
Author:
Boyd, Stephen
Publisher:
Cambridge University Press
Author:
Stephen, Boyd
Author:
Vandenberghe, Lieven
Location:
Cambridge, UK
Subject:
Statistics
Subject:
Mathematical optimization
Subject:
Convex functions
Subject:
Probability & Statistics - General
Subject:
General Mathematics
Subject:
Mathematics | Probability and Statistics
Subject:
Linear Programming
Series Volume:
no. 10 - 2003
Publication Date:
20040331
Binding:
HARDCOVER
Grade Level:
Professional and scholarly
Language:
English
Illustrations:
337 exercises
Pages:
730
Dimensions:
9.69 x 7.44 x 1.57 in 3.7 lb

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Related Subjects

Engineering » Engineering » Mathematics
Science and Mathematics » Mathematics » Advanced
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Mathematics » Reference
Science and Mathematics » Physics » General

Convex Optimization New Hardcover
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Product details 730 pages Cambridge University Press - English 9780521833783 Reviews:
"Synopsis" by , The focus of this 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.
"Synopsis" by , A comprehensive introduction to the tools, techniques and applications of convex optimization.
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