Convex Optimization

Front Cover
Cambridge University Press, Mar 8, 2004 - Business & Economics - 716 pages
9 Reviews
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.
  

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Review: Convex Optimization

User Review  - Vincent Russo - Goodreads

Amazing and free text on convex optimization. There is also a two semester Stanford course on YouTube which follows this book closely, and is taught by one of the authors (Boyd). The applications ... Read full review

Review: Convex Optimization

User Review  - Michiel - Goodreads

Interesting book with a strong emphasis on applications. Read full review

Contents

II
1
IV
4
V
7
VI
9
VII
11
VIII
14
IX
16
X
19
LXII
397
LXIII
402
LXIV
405
LXV
410
LXVI
416
LXVII
422
LXVIII
432
LXIX
438

XI
21
XII
27
XIII
35
XIV
43
XV
46
XVI
51
XVII
59
XVIII
60
XIX
67
XX
79
XXI
90
XXII
95
XXIII
104
XXIV
108
XXV
112
XXVI
113
XXVII
127
XXVIII
136
XXIX
146
XXX
152
XXXI
160
XXXII
167
XXXIII
174
XXXIV
188
XXXV
189
XXXVI
215
XXXVII
223
XXXVIII
232
XXXIX
237
XL
241
XLI
249
XLII
253
XLIII
258
XLIV
264
XLV
272
XLVI
273
XLVII
289
XLVIII
291
XLIX
302
L
305
LI
318
LII
324
LIII
343
LIV
344
LV
351
LVI
359
LVII
364
LVIII
374
LIX
384
LX
392
LXI
393
LXX
446
LXXI
447
LXXII
455
LXXIII
457
LXXIV
463
LXXV
466
LXXVI
475
LXXVII
484
LXXVIII
496
LXXIX
508
LXXX
513
LXXXI
514
LXXXII
521
LXXXIII
525
LXXXIV
531
LXXXV
542
LXXXVI
556
LXXXVII
557
LXXXVIII
561
LXXXIX
562
XC
568
XCI
579
XCII
585
XCIII
596
XCIV
609
XCV
615
XCVI
621
XCVII
623
XCVIII
631
XCIX
633
C
637
CI
639
CII
640
CIII
645
CIV
652
CV
653
CVI
655
CVII
656
CVIII
657
CIX
659
CX
661
CXI
664
CXII
668
CXIII
672
CXIV
681
CXV
684
CXVI
685
CXVII
697
CXVIII
701
Copyright

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About the author (2004)

Lieven Vandenberghe received his PhD from the Katholieke Universiteit, Leuven, Belgium, and is a Professor of Electrical Engineering at the University of California, Los Angeles. He has published widely in the field of optimization and is the recipient of a National Science Foundation CAREER award.