Convex Optimization

Convex Optimization
Author: Stephen P. Boyd
Publisher: Cambridge University Press
Total Pages: 744
Release: 2004-03-08
Genre: Business & Economics
ISBN: 9780521833783


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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.


Convex Optimization
Language: en
Pages: 744
Authors: Stephen P. Boyd
Categories: Business & Economics
Type: BOOK - Published: 2004-03-08 - Publisher: Cambridge University Press

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Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how
Lectures on Convex Optimization
Language: en
Pages: 589
Authors: Yurii Nesterov
Categories: Mathematics
Type: BOOK - Published: 2018-11-19 - Publisher: Springer

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This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economic
Convex Optimization Theory
Language: en
Pages: 256
Authors: Dimitri Bertsekas
Categories: Mathematics
Type: BOOK - Published: 2009-06-01 - Publisher: Athena Scientific

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An insightful, concise, and rigorous treatment of the basic theory of convex sets and functions in finite dimensions, and the analytical/geometrical foundations
Convex Optimization Algorithms
Language: en
Pages: 576
Authors: Dimitri Bertsekas
Categories: Mathematics
Type: BOOK - Published: 2015-02-01 - Publisher: Athena Scientific

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This book provides a comprehensive and accessible presentation of algorithms for solving convex optimization problems. It relies on rigorous mathematical analys
Algorithms for Convex Optimization
Language: en
Pages: 314
Authors: Nisheeth K. Vishnoi
Categories: Computers
Type: BOOK - Published: 2021-10-07 - Publisher: Cambridge University Press

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In the last few years, Algorithms for Convex Optimization have revolutionized algorithm design, both for discrete and continuous optimization problems. For prob