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
Decision Making and Productivity Measurementby 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 ...
(7130 views)
Lectures on Optimization: Theory and Algorithmsby John Cea - Tata Institute of Fundamental Research
Contents: Differential Calculus in Normed Linear Spaces; Minimization of Functionals; Minimization Without Constraints; Minimization with Constraints; Duality and Its Applications; Elements of the Theory of Control and Elements of Optimal Design.
(11212 views)
Linear Complementarity, Linear and Nonlinear Programmingby Katta G. Murty
This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications.
(12052 views)
Optimization and Dynamical Systemsby U. Helmke, J. B. Moore - Springer
Aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control systems, signal processing, and linear algebra. The problems solved are those of linear algebra and linear systems theory.
(14617 views)