Convex Optimization
Convex Optimization
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DOI：
10.1201/9781584888239-c32
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发表时间：
2010-02
影响因子：
6.8
通讯作者：
Stephen P. Boyd;L. Vandenberghe
中科院分区：
文献类型：
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作者：
Stephen P. Boyd;L. Vandenberghe
本教科书基于MIPT（莫斯科），HSE（莫斯科），FEFU（Vladivostok）的作者的讲座，V.I。 Vernadsky KFU（Simforopol），ASU（Adygea共和国）和格勒诺布尔大学（法国格勒诺布尔）。首先，作者重点介绍了凸优化的两学期讲座课程，该课程是给了MIPT学生的。本书的第一章包含第一学期的材料（“凸的基础和优化的基础”），第二和第三章包含第二学期的材料（“凸优化的数值方法”）。该教科书具有许多功能。首先，与经典手册相反，本书并未提供所有提到的所有定理的证明。一方面，这可以描述更多主题，但另一方面使演示文稿降低了自给自足。第二重要的一点是，该材料的一部分是先进的，并在俄罗斯的教育文献中发表了，显然是第一次。第三，给出的重音并不总是与现在流行的教科书中普遍接受的口音相吻合。首先，我们讨论了圆锥优化的足够先进的表现，包括强大的优化，以生动地证明现代凸分析的能力。
This textbook is based on lectures given by the authors at MIPT (Moscow), HSE (Moscow), FEFU (Vladivostok), V.I. Vernadsky KFU (Simferopol), ASU (Republic of Adygea), and the University of Grenoble-Alpes (Grenoble, France). First of all, the authors focused on the program of a two-semester course of lectures on convex optimization, which is given to students of MIPT. The first chapter of this book contains the materials of the first semester ("Fundamentals of convex analysis and optimization"), the second and third chapters contain the materials of the second semester ("Numerical methods of convex optimization"). The textbook has a number of features. First, in contrast to the classic manuals, this book does not provide proofs of all the theorems mentioned. This allowed, on one side, to describe more themes, but on the other side, made the presentation less self-sufficient. The second important point is that part of the material is advanced and is published in the Russian educational literature, apparently for the first time. Third, the accents that are given do not always coincide with the generally accepted accents in the textbooks that are now popular. First of all, we talk about a sufficiently advanced presentation of conic optimization, including robust optimization, as a vivid demonstration of the capabilities of modern convex analysis.