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标签:ConvexOptimization

  • 凸优化

    作者:Stephen Boyd,Lieven

    《信息技术和电气工程学科国际知名教材中译本系列:凸优化》内容非常丰富。理论部分由4章构成,不仅涵盖了凸优化的所有基本概念和主要结果,还详细介绍了几类基本的凸优化问题以及将特殊的优化问题表述为凸优化问题的变换方法,这些内容对灵活运用凸优化知识解决实际问题非常有用。应用部分由3章构成,分别介绍凸优化在解决逼近与拟合、统计估计和几何关系分析这三类实际问题中的应用。算法部分也由3章构成,依次介绍求解无约束凸优化模型、等式约束凸优化模型以及包含不等式约束的凸优化模型的经典数值方法,以及如何利用凸优化理论分析这些方法的收敛性质。通过阅读《信息技术和电气工程学科国际知名教材中译本系列:凸优化》,能够对凸优化理论和方法建立完整的认识。
  • Convex Optimization

    作者:Stephen Boyd,Lieven

    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 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.