Convex Optimization

Convex Optimization

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Stephen Boyd, Lieven Vandenberghe
Cambridge University Press, 3/8/2004
EAN 9780521833783, ISBN10: 0521833787

Hardcover, 727 pages, 25.4 x 19.8 x 4.1 cm
Language: English

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.

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

'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