Convex Optimization

This concisely writen book is useful in many regards: as a primary textbook for convex optimization with engineering applications or as an alternate text for a more traditional course on linear or nonlinear optimization. Convex optimization problems arise frequently in many different fields.

Book Description

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.

Table of Contents

• Introduction
• Convex sets
• Convex functions
• Convex optimization problems
• Duality
• Approximation and fitting
• Statistical estimation
• Geometric problems
• Unconstrained minimization
• Equality constrained minimization
• Interior-point methods

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