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Convex Optimization (Hardcover, New)
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Convex Optimization (Hardcover, New)
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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.
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