Convex optimization

"Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, covering the theory, many applications and examples, and numerical methods. The book begins with the basic elements of convex sets and functions, describes va...

Full description

Main Author: Boyd, Stephen P.
Other Authors: Vandenberghe, Lieven.
Format: Book
Language: English
Published: Cambridge, UK ; New York : Cambridge University Press, 2004.