Thursday, May 2, 2013

Convex Optimization by Stephen Boyd and Lieven Vandenberghe


Convex Optimization PDF Download Ebook. Stephen Boyd and Lieven Vandenberghe provide comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. 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. Authors 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 research.

The 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.

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.

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