Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications - Brossura

Ben-Tal, Aharon; Nemirovski, Arkadi

 
9780898714913: Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications

Sinossi

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems,

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Descrizione del libro

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design.

Contenuti

Preface; Lecture 1. Linear Programming; Lecture 2. From Linear Programming to Conic Programming; Lecture 3. Conic Quadratic Programming; Lecture 4. Semidefinite Programming; Lecture 5. Computational Tractability of Convex Programs; Lecture 6. Interior Point Polynomial Time Methods for Linear Programming, Conic Quadratic Programming, and Semidefinite Programming; Solutions to Selected Exercises; Index.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.