Convex Optimization

Produktbeschreibung

A comprehensive introduction to the tools, techniques and applications of convex optimization. 

Inhaltsverzeichnis

Preface; 1. Introduction; Part I. Theory: 2. Convex sets; 3. Convex functions; 4. Convex optimization problems; 5. Duality; Part II. Applications: 6. Approximation and fitting; 7. Statistical estimation; 8. Geometrical problems; Part III. Algorithms: 9. Unconstrained minimization; 10. Equality constrained minimization; 11. Interior-point methods; Appendices. 

Kritik

'Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable introduction to this modern field of research.' Mathematics of Operations Research 

Autoreninfo

Boyd, Stephen
Stephen Boyd received his PhD from the University of California, Berkeley. Since 1985 he has been a member of the Electrical Engineering Department at Stanford University, where he is now Professor and Director of the Information Systems Laboratory. He has won numerous awards for teaching and research, and is a Fellow of the IEEE. He was one of the co-founders of Barcelona Design, and is the co-author of two previous books Linear Controller Design: Limits of Performance and Linear Matrix Inequalities in System and Control Theory.