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 a...(展开全部)

Yurii Nesterov Center of Operations Research and Econometrics, (CORE), Université Catholique de Louvain (UCL), Louvain-la-Neuve, Belgium

Yurii Nesterov Center of Operations Research and Econometrics, (CORE), Université Catholique de Louvain (UCL), Louvain-la-Neuve, Belgium

A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. Among its special features, the book: 1) Develops rigorously and comprehensively the theory of convex sets and functions. 2) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality...(展开全部)

This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning.Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization...(展开全部)

This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning.Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization...(展开全部)

It was in the middle of the 1980s, when the seminal paper by Karmarkar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre diction of its high efficien...(展开全部)

It was in the middle of the 1980s, when the seminal paper by Karmarkar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre diction of its high efficien...(展开全部)

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 home...(展开全部)