000			01473nam a2200193Ia 4500
008			210916s9999 xx 000 0 und d
020			_a9781316603598
082			_a519.6 _bBOY
100			_aBoyd, Stephen P. _96281
245		0	_aConvex optimization
260			_aNew Delhi _bCambridge _c2004
300			_a716p.
520			_aConvex 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
650			_aMathematical optimization _9688
650			_aConvex functions _91132
650			_aConvex sets _96282
700			_aVandenberghe, Lieven _91217
942			_cBK
999			_c6343 _d6343