Convex optimization
"Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, covering the theory, many applications and examples, and numerical methods. The book begins with the basic elements of convex sets and functions, describes va...
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Auteurs principaux : | , |
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Format : | Livre |
Langue : | anglais |
Titre complet : | Convex optimization / Stephen Boyd,... Lieven Vandenberghe,... |
Publié : |
Cambridge :
Cambridge University Press
, copyright 2004 |
Description matérielle : | 1 vol. (XIII-716 p.) |
Sujets : |
- 1. Introduction
- I.Theory
- 2. Convex sets
- 3. Convex functions
- 4. Convex optimization problems
- 5. Duality
- II. Applications
- 6. Approximation and fitting
- 7. Statistical estimation
- 8. Geometric problems
- III. Algorithms
- 9. Unconstrained minimization
- 10. Equality constrained minimization
- 11. Interior-point methods
- Appendices
- A. Mathematical background
- B. Problems involving two quadratic functions
- C. Numerical linear algebra background