Convex Optimization



Stephen Boyd and Lieven Vandenberghe, "Convex Optimization"
Ca-bridge University Press | 2004 | ISBN: 0521833787 | 730 pages | File type: PDF | 5,8 mb

"Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable and inspiring introduction to this modern field of researchThe book will be accessible not only to mathematicians but also to researchers and students who want to use convex optimization in applied fields like engineering, computer science, economics, statistics, or others. I recommend it as one of the best optimization textbooks that have appeared in the last years."
Mathematical Methods of Operations Research

"this concisely writen book is useful in many regards: as a primary textbook for convex optimization with engineering applications or as an alternate text for a more traditional course on linear or nonlinear optimization."
Journal of the American Statistical Association, Hans-Jakob Luethi, Swiss Federal Institute of Technology Zurich

"The book by Boyd and Vandenberghe reviewed here is one of the best I have ever seen it is a gentle, but rigorous, introduction to the basic concepts and methods of the field this book is meant to be a 'first book' for the student or practitioner of optimization. However, I think that even the experienced researcher in the field has something to gain from reading this book: I have very much enjoyed the easy to follow presentation of many meaningful examples and suggestive interpretations meant to help the student's understanding penetrate beyond the surface of the formal description of the concepts and techniques. For teachers of convex optimization this book can be a gold mine of exercises."
MathSciNet
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