Convex Optimization

ISBN-10: 0521833787

ISBN-13: 9780521833783

Edition: 2004

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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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Book details

List price: $103.00
Copyright year: 2004
Publisher: Cambridge University Press
Publication date: 3/8/2004
Binding: Hardcover
Pages: 727
Size: 7.44" wide x 9.69" long x 1.57" tall
Weight: 2.530
Language: English

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
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