This book, developed through class instruction at MIT over the last 15 years, provides an accessible, concise, and intuitive presentation of algorithms for solving convex optimization problems. It relies on rigorous mathematical analysis, but also aims at an intuitive exposition that makes use of visualization where possible. This is facilitated by the extensive use of analytical and algorithmic concepts of duality, which by nature lend themselves to geometrical interpretation....
Dimitri Bertsekas is McAffee Professor of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and a member of the National Academy of Engineering. He has researched a broad variety of subjects from optimization theory, control theory, parallel and distributed computation, systems analysis, and data communication networks. He has written numerous papers in each of these areas, and he has authored or coauthored sixteen textbooks....
Throughout the book, the writing style is very clear, compact and easy to follow, but at the same time mathematically rigorous. ... The book contains a fair number of exercises, many of them supplementing the algorithmic development and analysis. All the algorithms presented in different chapters are clearly explained and the important implementation considerations are discussed. ... This book can be recommended as a valuable material for both self...
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