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Convex Optimization
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  • Title: Convex Optimization
  • Author(s) Stephen Boyd, Lieven Vandenberghe
  • Publisher: Cambridge University Press (March 8, 2004)
  • License(s): "Copyright in this book is held by Cambridge University Press, who have kindly agreed to allow us to keep the book available on the web"
  • Hardcover: 727 pages
  • eBook: PDF (730 pages, 5.6 MB)
  • Language: English
  • ISBN-10: 0521833787
  • ISBN-13: 978-0521833783
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Book Description

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.

About the Authors
  • Stephen Boyd is now Professor and Director of the Information Systems Laboratory at Stanford University.
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