Convex Optimization

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Convex Optimization

Format:  Hardcover,

727 pages

Publisher: Cambridge Univ Pr

Publish Date: Mar 2004

ISBN-13: 9780521833783

ISBN-10: 0521833787

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Book Information

The following content was provided by the publisher.
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.

Specifications

Publisher: Cambridge Univ Pr
Publish Date: Mar 2004
ISBN-13: 9780521833783
ISBN-10: 0521833787
Format: Hardcover
Number of Pages: 727
Shipping Weight (in pounds): 4.2
Product in Inches (L x W x H): 8.0 x 10.25 x 1.75
Walmart No.: 0521833787

Chapter outline

Preface
Introduction
Theory
Convex sets
Convex functions
Convex optimization problems
Duality
Applications
Approximation and fitting
Statistical estimation
Geometrical problems
Algorithms
Unconstrained minimization
Equality constrained minimization
Interior-point methods
Appendices

Book 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.

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