Convex Optimization

May 5th, 2015
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This book is about convex optimization, a special class of mathematical optimization problems, which includes least-squares and linear programming problems. It is well known that least-squares and linear programming problems have a fairly complete theory, arise in a variety of applications, and can be solved numerically very efficiently. The basic point of this book is that the same can be said for the larger class of convex optimization problems.

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Convex OptimizationConvex OptimizationConvex OptimizationStephen BoydDepartment of Electrical EngineeringStanford UniversityLieven VandenbergheElectrical Engineering DepartmentUniversity of California, Los Angelescambridge university pressCambridge, New York, Melbourne, Madrid, Cape Town, Singapore, So Paolo, Delhi aCambridge University PressThe Edinburgh Building, Cambridge, CB2 8RU, UKPublished in the United States of America by Cambridge University Press, New York http://www.cambridge.orgInformation on this title: www.cambridge.org/9780521833783c Cambridge University Press 2004This publication is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place withoutthe written permission of Cambridge University Press.First published 2004Seventh printing with corrections 2009Printed in the United Kingdom at the University Press, Cambridge A catalogue record for this publication is available from the British Library Library of Congress Cataloguing-in-Publication dataBoyd, Stephen P.Convex Optimization / Stephen Boyd & Lieven Vandenberghep. cm.Includes bibliographical references and index.ISBN 0 521 83378 71. Mathematical optimization. 2. Convex functions. I. Vandenberghe, Lieven. II. Title. QA402.5.B69 2004519.6dc222003063284ISBN 978-0-521-83378-3 hardbackCambridge University Press has no responsiblity for the persistency or accuracy of UR

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