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 : Boyd Stephen P. (Auteur), Vandenberghe Lieven (Auteur)
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