Convex Optimization Problems

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.

Basic Elements and Classes

The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems.

Duality, Approximation, and Estimation Techniques

Duality and approximation techniques are then covered, as are statistical estimation techniques.

Geometrical and Minimization Problems

Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods.

Focus and Audience

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.