Optimization ModelsDe (autor) Giuseppe C. Calafiore, Laurent El Ghaoui
en Limba Engleză Hardback – 31 Oct 2014
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.
'In Optimization Models, Calafiore and El Ghaoui have created a beautiful and very much needed on-ramp to the world of modern mathematical optimization and its wide range of applications. They lead an undergraduate, with not much more than basic calculus behind her, from the basics of linear algebra all the way to modern optimization-based machine learning, image processing, control, and finance, to name just a few applications. Until now, these methods and topics were accessible only to graduate students in a few fields, and the few undergraduates who brave the daunting prerequisites. The book's seamless integration of mathematics and applications, and its focus on modeling practical problems and algorithmic solution methods, will be very appealing to a wide audience.' Stephen Boyd, Stanford University, California