TY - BOOK AU - Bertsekas, Dimitri P. TI - Convex optimization algorithms SN - 9781886529281 (hb.) U1 - 519.6 PY - 2015/// CY - Massachusetts PB - Athena Scientific KW - Mathematical optimization KW - Convex functions KW - Algorithms N1 - http://www.athenasc.com/convexalgorithms.html N2 - This book aims at an up-to-date and accessible development of algorithms for solving convex optimization problems. The book covers almost all the major classes of convex optimization algorithms. Principal among these are gradient, subgradient, polyhedral approximation, proximal, and interior point methods. Most of these methods rely on convexity (but not necessarily differentiability) in the cost and constraint functions, and are often connected in various ways to duality. The book contains numerous examples describing in detail applications to specially structured problems ER -