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Convex Optimization

Af: Stephen Boyd, Lieven Vandenberghe Engelsk Hardback

Convex Optimization

Af: Stephen Boyd, Lieven Vandenberghe Engelsk Hardback
Tjek vores konkurrenters priser
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 book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. 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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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 book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. 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.
Produktdetaljer
Sprog: Engelsk
Sider: 727
ISBN-13: 9780521833783
Indbinding: Hardback
Udgave:
ISBN-10: 0521833787
Udg. Dato: 8 mar 2004
Længde: 38mm
Bredde: 193mm
Højde: 250mm
Forlag: Cambridge University Press
Oplagsdato: 8 mar 2004
Forfatter(e) Stephen Boyd, Lieven Vandenberghe


Kategori Økonometri og økonomisk statistik


ISBN-13 9780521833783


Sprog Engelsk


Indbinding Hardback


Sider 727


Udgave


Længde 38mm


Bredde 193mm


Højde 250mm


Udg. Dato 8 mar 2004


Oplagsdato 8 mar 2004


Forlag Cambridge University Press

Kategori sammenhænge