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'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 introduction to this modern field of research.' Mathematics of Operations Research
'… a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics … a very readable and inspiring introduction to this modern field of research. I recommend it as one of the best optimization textbooks that have appeared in the last years.' Mathematical Methods of Operations Research
'I highly recommend it either if you teach nonlinear optimization at the graduate level for a supplementary reading list and for your library, or if you solve optimization problems and wish to know more about solution methods and applications.' International Statistical institute
'… the whole book is characterized by clarity. … a very good pedagogical book … excellent to grasp the important concepts of convex analysis [and] to develop an art in modelling optimization problems intelligently.' Matapli
'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
'… a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics … a very readable and inspiring introduction to this modern field of research. I recommend it as one of the best optimization textbooks that have appeared in the last years.' Mathematical Methods of Operations Research
'I highly recommend it either if you teach nonlinear optimization at the graduate level for a supplementary reading list and for your library, or if you solve optimization problems and wish to know more about solution methods and applications.' International Statistical institute
'… the whole book is characterized by clarity. … a very good pedagogical book … excellent to grasp the important concepts of convex analysis [and] to develop an art in modelling optimization problems intelligently.' Matapli
'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
Product Description
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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First Sentence
In this introduction we give an overview of mathematical optimization, focusing on the special role of convex optimization. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
In this introduction we give an overview of mathematical optimization, focusing on the special role of convex optimization. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Most Helpful Customer Reviews
1 of 1 people found the following review helpful:
4.0 out of 5 stars
Broad coverage,
By
This review is from: Convex Optimization (Hardcover)
A very thorough treatment of the subject. Surprisingly, even though the authors are part of the electrical engineering faculty, it seems their primary focus isn't on problems from that field. A number of examples and problems stem from economy or system engineering.
A good knowledge of matrix analysis is required to follow the single topics. Many of the end of chapter problems should be part of the main text and, as you might have guessed, no solutions or partial answers are provided. If you are new to this topic, try one of the more basic books first.
0 of 5 people found the following review helpful:
5.0 out of 5 stars
seems to be very well, clear structured, at least introduction is,
By
This review is from: Convex Optimization (Hardcover)
hi!
recently I am working on paper and I need a bit background in optimization. I have started with the book 'linear and nonlinear programming' which is quite good I think. However, a friend told that I should try this one. I have jut read the introduction and briefly look through whole and I gonna buy it ! (seems to be extremly well structured ... congrats to author) tom
0 of 5 people found the following review helpful:
5.0 out of 5 stars
convex,
By
This review is from: Convex Optimization (Hardcover)
I purchased this for one of my colleagues at work (at their request) so personally I can't rate the item but my colleagues think it is very informative.
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