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
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.
(11865 views)
by Guido Schaefer - Utrecht University
From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.
(9019 views)
by Ozgur Baskan (ed.) - InTech
This book covers state-of-the-art optimization methods and their applications in wide range especially for researchers and practitioners who wish to improve their knowledge in this field. It covers applications in engineering and various other areas.
(7099 views)
by Bram L. Gorissen, Ihsan Yanıkoğlu, Dick den Hertog - arXiv
The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice.
(7284 views)