文档介绍：Convex Optimization
Convex Optimization
Stephen Boyd
Department of Electrical Engineering
Stanford University
Lieven Vandenberghe
Electrical Engineering Department
University of California, Los Angeles
cambridge university press
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Information on this title: 0521833783
c Cambridge University Press 2004
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First published 2004
Seventh printing with corrections 2009
Printed in the United Kingdom at the University Press, Cambridge
A catalogue record for this publication is available from the British Library
Library of Congress Cataloguing-in-Publication data
Boyd, Stephen P.
Convex Optimization / Stephen Boyd & Lieven Vandenberghe
p. cm.
Includes bibliographical references and index.
ISBN 0 521 83378 7
1. Mathematical optimization. 2. Convex functions. I. Vandenberghe, Lieven. II. Title.
2004
–dc22 2003063284
ISBN 978-0-521-83378-3 hardback
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For
Anna, Nicholas, and Nora
Dani¨el and Margriet
Contents
Preface xi
1 Introduction 1
Mathematical optimization . . . . . . . . . . . . . . . . . . . . . . . . 1
Least-squares and linear programming . . . . . . . . . . . . . . . . . . 4
Convex optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Nonlinear optimizatio