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> Convex Optimization

Convex Optimization

Authors

, Stanford University, California, , University of California, Los Angeles
Published 2004

Description

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 geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained…

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Key features

  • 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

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