Convex Optimization

Stephen Boyd, Lieven Vandenberghe

ISBN 10: 0521833787 / ISBN 13: 9780521833783

Published by Cambridge University Press, GB, 2004

About this Item

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It 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.

Seller Inventory # LU-9780521833783

Bibliographic Details

• Title: Convex Optimization
• Publisher: Cambridge University Press, GB
• Publication Date: 2004
• Language: English
• ISBN 10: 0521833787
• ISBN 13: 9780521833783
• Binding: Hardback
• Condition: New
• Weight: 1680 grams

About this title

Synopsis

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.

About the Authors

Stephen Boyd received his PhD from the University of California, Berkeley. Since 1985 he has been a member of the Electrical Engineering Department at Stanford University, where he is now Professor and Director of the Information Systems Laboratory. He has won numerous awards for teaching and research, and is a Fellow of the IEEE. He was one of the co-founders of Barcelona Design, and is the co-author of two previous books Linear Controller Design: Limits of Performance and Linear Matrix Inequalities in System and Control Theory.

Lieven Vandenberghe received his PhD from the Katholieke Universiteit, Leuven, Belgium, and is a Professor of Electrical Engineering at the University of California, Los Angeles. He has published widely in the field of optimization and is the recipient of a National Science Foundation CAREER award.