9780521833783

Convex Optimization

by
  • ISBN13:

    9780521833783

  • ISBN10:

    0521833787

  • Format: Hardcover
  • Copyright: 3/8/2004
  • Publisher: Cambridge University Press

Note: Supplemental materials are not guaranteed with Rental or Used book purchases.

Purchase Benefits

  • Free Shipping On Orders Over $59!
    Your order must be $59 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
  • Get Rewarded for Ordering Your Textbooks! Enroll Now
  • We Buy This Book Back!
    In-Store Credit: $24.15
    Check/Direct Deposit: $23.00
List Price: $99.99 Save up to $49.99
  • Rent Book $50.00
    Add to Cart Free Shipping

    TERM
    PRICE
    DUE

Supplemental Materials

What is included with this book?

  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
  • The Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Summary

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.

Table of Contents

Preface
1. Introduction
Part I. Theory: 2. Convex sets
3. Convex functions
4. Convex optimization problems
5. Duality
Part II. Applications: 6. Approximation and fitting
7. Statistical estimation
8. Geometrical problems
Part III. Algorithms: 9. Unconstrained minimization
10. Equality constrained minimization
11. Interior-point methods
Appendices.

Rewards Program

Write a Review