• 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.

• Stephen Boyd received his PhD from the University of California, Berkeley. Since 1985 he has been a member of the Electrical Engineering Department at Stanford University, where he is now Professor and Director of the Information Systems Laboratory. He has won numerous awards for teaching and research, and is a Fellow of the IEEE. He was one of the co-founders of Barcelona Design, and is the co-author of two previous books Linear Controller Design: Limits of Performance and Linear Matrix Inequalities in System and Control Theory.
• Lieven Vandenberghe received his PhD from the Katholieke Universiteit, Leuven, Belgium, and is a Professor of Electrical Engineering at the University of California, Los Angeles. He has published widely in the field of optimization and is the recipient of a National Science Foundation CAREER award.

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• Operations Research (OR), Linear Programming, Optimization, Approximation, etc.
• Algorithms and Data Structures
• Computational and Algorithmic Mathematics
• Computational Complexity

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