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Convex Optimization

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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.

Author(s): Stephen Boyd, Lieven Vandenberghe
Publisher: Cambridge University Press
Year: 2004

Language: English
Pages: 728
City: Cambridge, UK; New York