書誌事項

Optimization models

Giuseppe C. Calafiore, Laurent El Ghaoui

Cambridge University Press, c2014

  • : hardback

この図書・雑誌をさがす
注記

Includes bibliographical references and index

内容説明・目次

内容説明

Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook is an accessible introduction to the field of optimization, focusing on powerful and reliable convex optimization techniques. Students and practitioners will learn how to recognize, simplify, model and solve optimization problems - and apply these principles to their own projects. A clear and self-contained introduction to linear algebra demonstrates core mathematical concepts in a way that is easy to follow, and helps students to understand their practical relevance. Requiring only a basic understanding of geometry, calculus, probability and statistics, and striking a careful balance between accessibility and rigor, it enables students to quickly understand the material, without being overwhelmed by complex mathematics. Accompanied by numerous end-of-chapter problems, an online solutions manual for instructors, and relevant examples from diverse fields including engineering, data science, economics, finance, and management, this is the perfect introduction to optimization for undergraduate and graduate students.

目次

  • 1. Introduction
  • Part I. Linear Algebra: 2. Vectors
  • 3. Matrices
  • 4. Symmetric matrices
  • 5. Singular value decomposition
  • 6. Linear equations and least-squares
  • 7. Matrix algorithms
  • Part II. Convex Optimization: 8. Convexity
  • 9. Linear, quadratic and geometric models
  • 10. Second-order cone and robust models
  • 11. Semidefinite models
  • 12. Introduction to algorithms
  • Part III. Applications: 13. Learning from data
  • 14. Computational finance
  • 15. Control problems
  • 16. Engineering design.

「Nielsen BookData」 より

詳細情報
  • NII書誌ID(NCID)
    BB18094537
  • ISBN
    • 9781107050877
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cambridge
  • ページ数/冊数
    xvii, 631 p.
  • 大きさ
    26 cm
  • 分類
  • 件名
ページトップへ