Lectures on Modern Convex Optimization

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Aharon Ben-Tal is a professor at the Technion-Israel Institute of Technology and head of the MINERVA Optimization Center. He serves on the editorial boards of several journals, including Mathematics of Operations Research, SIAM Journal on Optimization, Journal of Convex Analysis, and Mathematical Modeling and Numerical Algorithms. Arkadi Nemirovski also is a Professor at the Technion-Israel Institute of Technology. The author of three monographs, Dr. Nemirovski is the joint recipient of the Fulkerson Prize of the Mathematical Programming Society and AMS (1982) and the Dantzig Prize of the Mathematical Programming Society and SIAM (1991).