Bibliographic Information

Optimization models

Giuseppe C. Calafiore, Laurent El Ghaoui

Cambridge University Press, c2014

  • : hardback

Available at  / 9 libraries

Search this Book/Journal

Note

Includes bibliographical references and index

Description and Table of Contents

Description

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.

Table of Contents

  • 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.

by "Nielsen BookData"

Details

  • NCID
    BB18094537
  • ISBN
    • 9781107050877
  • Country Code
    uk
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Cambridge
  • Pages/Volumes
    xvii, 631 p.
  • Size
    26 cm
  • Classification
  • Subject Headings
Page Top