Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook teaches students how to recognize, simplify, model and solve optimization problems â and apply these basic principles to their own projects. Accompanied by an online solution manual, accessible only to instructors.
Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook teaches students how to recognize, simplify, model and solve optimization problems â and apply these basic principles to their own projects. Accompanied by an online solution manual, accessible only to instructors.
Giuseppe C. Calafiore is an Associate Professor at the Dipartimento di Automatica e Informatica, Politecnico di Torino, and a Research Fellow of the Institute of Electronics, Computer and Telecommunication Engineering, National Research Council of Italy.
Inhaltsangabe
1. Introduction Part I. Linear Algebra: 2. Vectors 3. Matrices 4. Symmetric matrices 5. Singular value decomposition 6. Linear equations and least-squares 7. Matrix algorithms Part II. Convex Optimization: 8. Convexity 9. Linear, quadratic and geometric models 10. Second-order cone and robust models 11. Semidefinite models 12. Introduction to algorithms Part III. Applications: 13. Learning from data 14. Computational finance 15. Control problems 16. Engineering design.
1. Introduction Part I. Linear Algebra: 2. Vectors 3. Matrices 4. Symmetric matrices 5. Singular value decomposition 6. Linear equations and least-squares 7. Matrix algorithms Part II. Convex Optimization: 8. Convexity 9. Linear, quadratic and geometric models 10. Second-order cone and robust models 11. Semidefinite models 12. Introduction to algorithms Part III. Applications: 13. Learning from data 14. Computational finance 15. Control problems 16. Engineering design.
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