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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. Gives comprehensive details on how to recognize convex optimization problems in a wide variety of settings ; Provides a broad range of practical algorithms for solving real problems ; Contains hundreds of worked examples and homework exercises”

Operational research. Game theory --- Convex functions --- Mathematical optimization --- 519.6 --- 519.8 --- 681.3*G16 --- 681.3*G16 Optimization: constrained optimization; gradient methods; integer programming; least squares methods; linear programming; nonlinear programming (Numericalanalysis) --- Optimization: constrained optimization; gradient methods; integer programming; least squares methods; linear programming; nonlinear programming (Numericalanalysis) --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- Computational mathematics. Numerical analysis. Computer programming --- 519.8 Operational research --- Operational research --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Functions, Convex --- Functions of real variables --- Convex functions. --- Mathematical optimization. --- Optimisation mathématique --- Fonctions convexes --- Optimisation mathématique. --- Fonctions convexes.