Logo

Convex Optimization by Stephen Boyd, Lieven Vandenberghe

Large book cover: Convex Optimization

Convex Optimization
by

Publisher: Cambridge University Press
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.

Home page url

Download or read it online for free here:
Download link
(5.5MB, PDF)

Similar books

Book cover: Iterative Methods for OptimizationIterative Methods for Optimization
by - Society for Industrial Mathematics
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.
(11926 views)
Book cover: Optimal Stopping and ApplicationsOptimal Stopping and Applications
by - 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.
(14173 views)
Book cover: Applied Mathematical ProgrammingApplied Mathematical Programming
by - Addison-Wesley
This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.
(21008 views)
Book cover: Data Assimilation: A Mathematical IntroductionData Assimilation: A Mathematical Introduction
by - 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.
(6764 views)