Convex Optimization.pdf

时间:2022-08-10 07:41:46
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Convex 凸型函数 optimization

This book is about convex optimization, a special class of mathematical optimiza- tion problems, which includes least-squares and linear programming problems. It is well known that least-squares and linear programming problems have a fairly complete theory, arise in a variety of applications, and can be solved numerically very efficiently. The basic point of this book is that the same can be said for the larger class of convex optimization problems.


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