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convex optimization.pdf
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This book is about convex optimization, a special class of mathematical optimization problems, which includes least-squares and linear programming problems. It is well known that least-squares and linear programming problems have a fairly complete theory, arise in a variety of applications, and can be solved numerically very efficiently. The basic point of this book is that the same can be said for the larger class of convex optimization problems.
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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
Cambridge, New York, Melbourne, Madrid, Cap e Town, Singapore, S˜ao Paolo, Delhi
Cambridge University Press
The Edinburgh Building, Cambridge, CB2 8RU, UK
Published in the United States of America by Cambridge University Press, New York
http://www.cambridge.org
Information on this title: www.cambridge.org/9780521833783
c
Cambridge University Press 2004
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without
the written permission of Cambridge University Press.
First published 2004
Seventh printing with corrections 2009
Printed in the United Kingdom at the University Press, Cambridge
A catalogue record for this p ublication 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.
QA402.5.B69 2004
519.6–dc22 2003063284
ISBN 978-0-521-83378-3 hardback
Cambridge University Press has no responsiblity for the persistency or accuracy of URLs
for external or third-par ty internet websites referred to in this publication, and does not
guarantee that any content on such websites is, or will remain, accurate or appropriate.
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