Convex Optimization by Stephen Boyd, Lieven Vandenberghe
Publisher: Cambridge University Press 2004
ISBN/ASIN: 0521833787
ISBN-13: 9780521833783
Number of pages: 730
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 homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.
Mathematics Applied Optimization