Modern Convex Optimization-Analysis Algorithms and Engineering Applications

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文件名称：Modern Convex Optimization-Analysis Algorithms and Engineering Applications
文件大小：22.38MB
文件格式：PDF
更新时间：2015-09-11 10:41:25
convex optimization 凸优化 模式识别 机器学习 凸优化方面的经典著作 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.　The　authors　also　discuss　the　complexity　issues　and　provide　an　overview　of　the　basic　theory　of　state-of-the-art　polynomial　time　interior　point　methods　for　linear,　conic　quadratic,　and　semidefinite　programming.　The　book's　focus　on　well-structured　convex　problems　in　conic　form　allows　for　unified　theoretical　and　algorithmical　treatment　of　a　wide　spectrum　of　important　optimization　problems　arising　in　applications.