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Convex Optimization by Stephen Boyd
Book DescriptionConvex 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.
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Book DetailsISBN: 9780521833783
(246mm x 189mm x 40mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 8-Mar-2004
Country of Publication: United Kingdom
Books By Author Stephen Boyd
Heritage Tourism, Paperback (October 2002)
A comprehensive review of the main issues and concepts related to heritage tourism. Illustrated throughout the text via examples and boxed case studies, this book is a resource for educators, students and practitioners in the field of heritage tourism.
Don Quixote, Paperback (May 1992)
Cervantes' tale of the deranged gentleman who turns knight-errant have found its way into films, cartoons and even computer games. Intended as a parody of the most popular escapist fiction, the 'books of chivalry', this precursor of the modern novel broadened and deepened into a sophisticated, comic account of the contradictions of human nature.
Linear Matrix Inequalities in System and Control Theory, Paperback (January 1987)» View all books by Stephen Boyd
The authors reduce a variety of problems in system / control theory to a handful of convex and quasiconvex optimization problems.
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Author Biography - Stephen Boyd
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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