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Convex Optimization - 04 edition

Convex Optimization (ISBN10: 0521833787; ISBN13: 9780521833783)
ISBN13: 978-0521833783
ISBN10: 0521833787

Summary: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometri ...show morecal problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It 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.

  • Gives comprehensive details on how to recognize convex optimization problems in a wide variety of settings
  • Provides a broad range of practical algorithms for solving real problems
  • Contains hundreds of worked examples and homework exercises
...show less

Edition/Copyright: 04
Cover: Hardback
Publisher: Cambridge University Press
Published: 03/28/2004
International: No

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