Convex optimization
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, covering the theory, many applications and examples, and numerical methods. The book begins with the basic elements of convex sets and functions, describes various...
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| Главные авторы: | , |
|---|---|
| Формат: | Livre papier |
| Язык: | Anglais |
| Опубликовано: |
Cambridge :
Cambridge University Press
C 2004.
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| Предметы: | |
| Примечание: |
Autres tirages : 2004 (avec corrections), 2005, 2006 (avec corrections), 2007, 2008 (avec corrections), 2009 (avec corrections), 2011, 2012, 2013, 2014, 2015, 2019, 2020, 2021, 2022, 2024 |
| Autres localisations: | Voir dans le Sudoc |
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| 084 | |a 90C25. 2010 | ||
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| 084 | |a 90C90. 2010 | ||
| 100 | 1 | |a Boyd, Stephen P., |d 1958-...., |c professeur en ingénierie. | |
| 245 | 1 | 0 | |a Convex optimization |c Stephen Boyd,... Lieven Vandenberghe,... |
| 260 | |a Cambridge : |b Cambridge University Press. | ||
| 260 | |c C 2004. | ||
| 300 | |a 1 volume (XIII-716 pages) : |b illustrations ; |c 26 cm. | ||
| 500 | |a Autres tirages : 2004 (avec corrections), 2005, 2006 (avec corrections), 2007, 2008 (avec corrections), 2009 (avec corrections), 2011, 2012, 2013, 2014, 2015, 2019, 2020, 2021, 2022, 2024 | ||
| 504 | |a Bibliographie p. [685]-696. Index | ||
| 505 | 0 | |a 1. Introduction -- I.Theory -- 2. Convex sets -- 3. Convex functions -- 4. Convex optimization problems -- 5. Duality -- II. Applications -- 6. Approximation and fitting -- 7. Statistical estimation -- 8. Geometric problems -- III. Algorithms -- 9. Unconstrained minimization -- 10. Equality constrained minimization -- 11. Interior-point methods -- Appendices -- A. Mathematical background -- B. Problems involving two quadratic functions -- C. Numerical linear algebra background | |
| 520 | |a Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, covering the theory, many applications and examples, and numerical methods. The book begins with the basic elements of convex sets and functions, describes various classes of convex optimization problems, and then treats duality theory. The second part covers a wide variety of applications, in estimation, approximation, statistics, computational geometry, and other areas. The last part of the book presents numerical methods for convex optimization problems, moving from basic methods for unconstrained problems to interior-point methods. The focus of the book is on recognizing and formulating convex optimization problems, and then solving them efficiently. It contains many worked examples and homework exercises and will appeal to students, researchers, and practitioners in fields such as engineering, computer science, mathematics, finance, and economics | ||
| 650 | |a Optimisation mathématique | ||
| 650 | |a Fonctions convexes | ||
| 650 | |a Recherche opérationnelle | ||
| 650 | |a Programmation (mathématiques) | ||
| 650 | |a Programmation linéaire | ||
| 700 | 1 | |a Vandenberghe, Lieven, |d 19..- |4 aut | |
| 997 | |0 710784 |1 Livre papier |a Ressource papier |c 0/Orléans/ |c 1/Orléans/IDP/ |z Orléans, IDP, 9138 BOY | ||