• Convex Optimization See large image

    Convex Optimization (Hardback) By (author) Stephen Boyd, By (author) Lieven Vandenberghe

    $74.55 - Save $11.03 12% off - RRP $85.58 Free delivery worldwide Available
    Dispatched in 2 business days
    When will my order arrive?
    Add to basket | Add to wishlist |

    DescriptionConvex 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.

Other books

Other people who viewed this bought | Other books in this category
Showing items 1 to 10 of 10


Reviews | Bibliographic data
  • Full bibliographic data for Convex Optimization

    Convex Optimization
    Authors and contributors
    By (author) Stephen Boyd, By (author) Lieven Vandenberghe
    Physical properties
    Format: Hardback
    Number of pages: 727
    Width: 191 mm
    Height: 249 mm
    Thickness: 38 mm
    Weight: 1,701 g
    ISBN 13: 9780521833783
    ISBN 10: 0521833787

    Warengruppen-Systematik des deutschen Buchhandels: 17820
    BIC E4L: MAT
    Nielsen BookScan Product Class 3: S7.8
    B&T Book Type: NF
    BIC subject category V2: UY, KFFM, PB
    B&T Modifier: Text Format: 40
    B&T General Subject: 710
    Ingram Subject Code: MA
    Libri: I-MA
    BIC subject category V2: TJ
    LC subject heading:
    BISAC V2.8: MAT017000
    LC subject heading:
    BISAC V2.8: MAT029000
    B&T Merchandise Category: UP
    BIC subject category V2: KCH
    BISAC V2.8: MAT026000
    BIC subject category V2: PBU
    LC subject heading: ,
    DC22: 519.6
    LC classification: QA402.5 .B69 2004
    Thema V1.0: UY, TJ, KCH, PBU
    Edition statement
    New ed.
    Imprint name
    Publication date
    08 March 2004
    Publication City/Country
    Author Information
    Stephen Boyd received his PhD from the University of California, Berkeley. Since 1985 he has been a member of the Electrical Engineering Department at Stanford University, where he is now Professor and Director of the Information Systems Laboratory. He has won numerous awards for teaching and research, and is a Fellow of the IEEE. He was one of the co-founders of Barcelona Design, and is the co-author of two previous books Linear Controller Design: Limits of Performance and Linear Matrix Inequalities in System and Control Theory. Lieven Vandenberghe received his PhD from the Katholieke Universiteit, Leuven, Belgium, and is a Professor of Electrical Engineering at the University of California, Los Angeles. He has published widely in the field of optimization and is the recipient of a National Science Foundation CAREER award.
    Review quote
    'Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable introduction to this modern field of research.' Mathematics of Operations Research '... a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics ... a very readable and inspiring introduction to this modern field of research. I recommend it as one of the best optimization textbooks that have appeared in the last years.' Mathematical Methods of Operations Research 'I highly recommend it either if you teach nonlinear optimization at the graduate level for a supplementary reading list and for your library, or if you solve optimization problems and wish to know more about solution methods and applications.' International Statistical institute '... the whole book is characterized by clarity. ... a very good pedagogical book ... excellent to grasp the important concepts of convex analysis [and] to develop an art in modelling optimization problems intelligently.' Matapli 'The book by Boyd and Vandenberghe reviewed here is one of ... the best I have ever seen ... it is a gentle, but rigorous, introduction to the basic concepts and methods of the field ... this book is meant to be a 'first book' for the student or practitioner of optimization. However, I think that even the experienced researcher in the field has something to gain from reading this book: I have very much enjoyed the easy to follow presentation of many meaningful examples and suggestive interpretations meant to help the student's understanding penetrate beyond the surface of the formal description of the concepts and techniques. For teachers of convex optimization this book can be a gold mine of exercises. MathSciNet
    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.