Nantilus
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...
Enregistré dans:
| Auteurs principaux : | , |
|---|---|
| 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