Название: Convex Optimization
Автор: Stephen Boyd, Lieven Vandenberghe
Издательство: Cambridge University Press
Год: 2004
Формат: PDF
Страниц: 730
Размер: 10,26 МБ
Язык: English
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 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.