Download e-book for iPad: Convex Optimization by Stephen Boyd,Lieven Vandenberghe

By Stephen Boyd,Lieven Vandenberghe

Convex optimization difficulties come up usually in lots of varied fields. This booklet presents a entire creation to the topic, and indicates intimately how such difficulties should be solved numerically with nice potency. The booklet starts off with the elemental parts of convex units and services, after which describes a number of sessions of convex optimization difficulties. Duality and approximation thoughts are then lined, as are statistical estimation ideas. numerous geometrical difficulties are then offered, and there's precise dialogue of unconstrained and restricted minimization difficulties, and interior-point tools. the point of interest of the booklet is on spotting convex optimization difficulties after which discovering the main acceptable procedure for fixing them. It comprises many labored examples and homework routines and may attract scholars, researchers and practitioners in fields comparable to engineering, laptop technological know-how, arithmetic, records, finance and economics.

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Convex Optimization by Stephen Boyd,Lieven Vandenberghe

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