Convex Optimization

Convex Optimization
内容简介:

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.

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  • 一个劳动人民
    10-29
    据说这本书非常经典。我猜大家喜欢它的原因是:上课没听明白之后,心想看看教材吧,然后打开书,“俺娘来,老师真仗义啊,这书一行也看不懂呢!”
  • pluskid
    02-08
    好像前一阵子看到现在国内终于有这本书的正版影印了。
  • 阅微草堂
    07-28
    工科的写法,理论部分废话特别多
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