**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

**Linear Programming**

by

**Jim Burke**-

**University of Washington**

These are notes for an introductory course in linear programming. The four basic components of the course are modeling, solution methodology, duality theory, and sensitivity analysis. We focus on the simplex algorithm due to George Dantzig.

(

**7972**views)

**Applied Mathematical Programming Using Algebraic Systems**

by

**Bruce A. McCarl, Thomas H. Spreen**-

**Texas A&M University**

This book is intended to both serve as a reference guide and a text for a course on Applied Mathematical Programming. The text concentrates upon conceptual issues, problem formulation, computerized problem solution, and results interpretation.

(

**12309**views)

**Notes on Optimization**

by

**Pravin Varaiya**-

**Van Nostrand**

The author presents the main concepts mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is required.

(

**11843**views)

**Robust Optimization**

by

**A. Ben-Tal, L. El Ghaoui, A. Nemirovski**-

**Princeton University Press**

Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of this relatively new approach to optimization.

(

**10701**views)