**Convex Optimization**

by Stephen Boyd, Lieven Vandenberghe

**Publisher**: Cambridge University Press 2004**ISBN/ASIN**: 0521833787**ISBN-13**: 9780521833783**Number of pages**: 730

**Description**:

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.

Download or read it online for free here:

**Download link**

(5.5MB, PDF)

## Similar books

**Optimal Stopping and Applications**

by

**Thomas S. Ferguson**-

**UCLA**

From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.

(

**7576**views)

**Decision Making and Productivity Measurement**

by

**Dariush Khezrimotlagh**-

**arXiv**

I wrote this book as a self-teaching tool to assist every teacher, student, mathematician or non-mathematician, and to support their understanding of the elementary concepts on assessing the performance of a set of homogenous firms ...

(

**2610**views)

**Data Assimilation: A Mathematical Introduction**

by

**K.J.H. Law, A.M. Stuart, K.C. Zygalakis**-

**arXiv.org**

This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation. Authors develop a framework in which a Bayesian formulation of the problem provides the bedrock for the derivation and analysis of algorithms.

(

**1561**views)

**Optimization Algorithms on Matrix Manifolds**

by

**P.-A. Absil, R. Mahony, R. Sepulchre**-

**Princeton University Press**

Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.

(

**12252**views)