Get Free Shipping on orders over $79
Convex Optimization - Lieven  Vandenberghe

Convex Optimization

By: Lieven Vandenberghe, Stephen Boyd

Hardcover | 25 March 2004

At a Glance

Hardcover


RRP $169.95

$134.75

21%OFF

or 4 interest-free payments of $33.69 with

 or 

Ships in 5 to 7 business days

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.
Industry Reviews
'Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable introduction to this modern field of research.' Mathematics of Operations Research '... a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics ... a very readable and inspiring introduction to this modern field of research. I recommend it as one of the best optimization textbooks that have appeared in the last years.' Mathematical Methods of Operations Research 'I highly recommend it either if you teach nonlinear optimization at the graduate level for a supplementary reading list and for your library, or if you solve optimization problems and wish to know more about solution methods and applications.' International Statistical institute '... the whole book is characterized by clarity. ... a very good pedagogical book ... excellent to grasp the important concepts of convex analysis [and] to develop an art in modelling optimization problems intelligently.' Matapli 'The book by Boyd and Vandenberghe reviewed here is one of ... the best I have ever seen ... it is a gentle, but rigorous, introduction to the basic concepts and methods of the field ... this book is meant to be a 'first book' for the student or practitioner of optimization. However, I think that even the experienced researcher in the field has something to gain from reading this book: I have very much enjoyed the easy to follow presentation of many meaningful examples and suggestive interpretations meant to help the student's understanding penetrate beyond the surface of the formal description of the concepts and techniques. For teachers of convex optimization this book can be a gold mine of exercises. MathSciNet

More in Econometrics

Value of Statistical Life in India - Agamoni  Majumder
Introduction to Econometrics : 5th edition - Christopher  Dougherty

RRP $145.95

$116.75

20%
OFF
Basic Business Statistics + PHStat for Statistics : 5th Edition - Mark Berenson

RRP $159.95

$127.75

20%
OFF
Accounting : 9th Edition - Tracie Miller-Nobles

RRP $206.95

$160.75

22%
OFF
Quantitative Methods for Business (Custom Edition) : 3rd Edition - Mark Berenson
Introductory Econometrics : 7th edition - A Modern Approach - Jeffrey M. Wooldridge
Applied Statistics in Business and Economics ISE : 8th Edition - David Doane
The Art of Statistics : Learning from Data - David Spiegelhalter

RRP $26.99

$22.99

15%
OFF
Data Analysis for Business, Economics, and Policy - Gábor Békés
Principles of Human Physiology, Global Edition : 6th edition - Cindy Stanfield
Intermediate Financial Theory : 3rd Edition - Jean-Pierre Danthine

RRP $195.75

$190.99

Operations and Supply Chain Management : 3rd Edition - David Collier

RRP $182.95

$147.75

19%
OFF
Business Statistics : 4th Global Edition - Norean Sharpe

RRP $154.30

$117.75

24%
OFF
Sampling : 3rd Edition - Design and Analysis - Sharon L. Lohr

RRP $162.00

$145.99

10%
OFF
SPSS Statistics For Dummies : 4th edition - Jesus Salcedo

RRP $65.95

$44.75

32%
OFF
On the Edge : The Art of Risking Everything - Nate Silver

RRP $36.99

$29.75

20%
OFF
Making Sense of Chaos : A Better Economics for a Better World - J. Doyne Farmer
Capital and Ideology - Thomas Piketty

RRP $70.95

$52.99

25%
OFF