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...
Guardat en:
| Autors principals: | , |
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| Format: | Livre papier |
| Idioma: | Anglais |
| Publicat: |
Cambridge :
Cambridge University Press
C 2004.
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| Matèries: | |
| Nota: |
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 |
Taula de continguts:
- 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