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[统计套利] Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Ap [分享]

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nelsoncwlee 发表于 2015-6-26 12:26:12 |显示全部楼层
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.


Editorial ReviewsBook DescriptionHere 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.

About the AuthorAharon Ben-Tal is a professor at the Technion-Israel Institute of Technology and head of the MINERVA Optimization Center. He serves on the editorial boards of several journals, includingMathematics of Operations Research, SIAM Journal on Optimization, Journal of Convex Analysis, and Mathematical Modeling and Numerical Algorithms. Arkadi Nemirovski also is a Professor at the Technion-Israel Institute of Technology. The author of three monographs, Dr. Nemirovski is the joint recipient of the Fulkerson Prize of the Mathematical Programming Society and AMS (1982) and the Dantzig Prize of the Mathematical Programming Society and SIAM (1991).
Product Details
  • Series: MPS-SIAM Series on Optimization (Book 2)
  • Paperback: 488 pages
  • Publisher: Society for Industrial and Applied Mathematics (August 1, 2001)
  • Language: English
  • ISBN-10: 0898714915
  • ISBN-13: 978-0898714913


Lectures on Modern Convex Optimization Analysis, Algorithms, and Engineering App.pdf (22.37 MB, 售价: 8 个论坛币)




关键词:Optimization Engineering engineerin Algorithms Algorithm complexity including overview emphasis problems

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philonjufan 发表于 2017-4-27 11:25:40 |显示全部楼层
相当赞的一本书啊,谢谢
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weijian1215 发表于 2020-2-11 11:47:56 |显示全部楼层
有没有这本书的勘误表吧?谢谢
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