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Convex Optimization Algorithms
Download PDF Convex Optimization Algorithms
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Review
Throughout the book, the writing style is very clear, compact and easy to follow, but at the same time mathematically rigorous. … The book contains a fair number of exercises, many of them supplementing the algorithmic development and analysis. All the algorithms presented in different chapters are clearly explained and the important implementation considerations are discussed. … This book can be recommended as a valuable material for both self study and teaching purposes, but because of its rigorous style it works also as a valuable reference for research purposes. --- Review by A. Kumar Neogy --Zentralblatt MATH 1347, October 2017
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About the Author
Dimitri Bertsekas is McAffee Professor of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and a member of the National Academy of Engineering. He has researched a broad variety of subjects from optimization theory, control theory, parallel and distributed computation, systems analysis, and data communication networks. He has written numerous papers in each of these areas, and he has authored or coauthored sixteen textbooks. Professor Bertsekas was awarded the INFORMS 1997 Prize for Research Excellence in the Interface Between Operations Research and Computer Science for his book "Neuro-Dynamic Programming" (co-authored with John Tsitsiklis), the 2001 ACC John R. Ragazzini Education Award, the 2009 INFORMS Expository Writing Award, the 2014 ACC Richard E. Bellman Control Heritage Award for "contributions to the foundations of deterministic and stochastic optimization-based methods in systems and control," the 2014 Khachiyan Prize for Life-Time Accomplishments in Optimization, and the 2015 George B. Dantzig Prize. In 2018, he was awarded jointly with John Tsitsiklis, the INFORMS John von Neumann Theory Prize, for the contributions of the research monographs "Parallel and Distributed Computation" and "Neuro-Dynamic Programming". In 2001, he was elected to the United States National Academy of Engineering for "pioneering contributions to fundamental research, practice and education of optimization/control theory."
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Product details
Hardcover: 576 pages
Publisher: Athena Scientific; 1 edition (February 10, 2015)
Language: English
ISBN-10: 1886529280
ISBN-13: 978-1886529281
Product Dimensions:
7.8 x 1.2 x 9.8 inches
Shipping Weight: 2.4 pounds (View shipping rates and policies)
Average Customer Review:
4.6 out of 5 stars
3 customer reviews
Amazon Best Sellers Rank:
#339,763 in Books (See Top 100 in Books)
Unlike many optimization books which just throw a bunch of obscure mathematical proofs, this book discusses many state-of-the-art examples in each chapter, which are very helpful in understanding the theories. Excellent!
A good comprehensive graduate level summary of convex optimization algorithms with ample applications!
That's an excellent book with the state-of-the-art mathematics in optimization.
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