Optimization models

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Author(s): Calafiore, Giuseppe; El Ghaoui, Laurent
Edition: Reprinted
Publisher: Cambridge University Press
Year: 2014

Language: English
Pages: 631
City: Cambridge

Content: 1. Introduction
Part I. Linear Algebra: 2. Vectors
3. Matrices
4. Symmetric matrices
5. Singular value decomposition
6. Linear equations and least-squares
7. Matrix algorithms
Part II. Convex Optimization: 8. Convexity
9. Linear, quadratic and geometric models
10. Second-order cone and robust models
11. Semidefinite models
12. Introduction to algorithms
Part III. Applications: 13. Learning from data
14. Computational finance
15. Control problems
16. Engineering design.