Screen LibraryConvex optimization /
From the publisher. 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 an...
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| Main Authors: | |
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| Group Author: | |
| Published: |
Cambridge University Press,
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| Publisher Address: | Cambridge, UK : |
| Publication Dates: |
2015. ©2004 |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Summary: |
From the publisher. 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 minim |
| Carrier Form: |
xiii, 716 pages : illustrations ; 26 cm Also available on the World Wide Web. |
| Bibliography: | Includes bibliographical references (pages 685-696) and index. |
| ISBN: |
9780521833783 : 0521833787 |
| Index Number: | QA402 |
| CLC: | O224 |
| Call Number: | O224/B789 |
| Contents: |
Convex sets -- Convex functions -- Convex optimization problems -- Duality -- Approximation and fitting -- Statistical estimation -- Geometric problems -- Unconstrained minimization -- Equality constrained minimization -- Interior-point methods -- Mathematical background -- Problems involving two quadratic functions -- Numerical linear algebra background. |