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Convex Optimization 730 pages - hardback Cambridge University Press - (isbn 0-521-83378-7) Mar. 2004 |
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| Price: |
78,30 EUR
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| Author(s): |
Boyd, Stephen (Stanford University, California) / Vandenberghe, Lieven (University of California, Los Angeles)
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| Description: |
Convex
optimization 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.
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| Contents List: |
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.
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| Illustrations etc.: |
178 figures, 337exercises
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| Weight: | 1784 g | |||||||
| Dimensions: | 197 x 253 | |||||||
| Publisher: | Cambridge University Press (Virtual Publishing) | |||||||
| Cambridge University Press (Virtual Publishing) | ||||||||