Convex optimization
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 the...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press
2004.
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| Colección: | CUP ebooks.
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| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b45474680*spi |
Tabla de Contenidos:
- Introduction
- Convex sets
- Convex functions
- Convex optimization problems
- Duality
- Approximation and fitting
- Statistical estimation
- Geometric problems
- Unconstrained minimization
- Equality constrained minimization
- Interior-point methods
- Appendices: A. Mathematical background
- B. Problems involving two quadratic functions
- C. Numerical linear algebra background.
