Optimization Models - Giuseppe C. Calafiore, Laurent El Ghaoui

Optimization Models

Buch | Hardcover
650 Seiten
2014
Cambridge University Press (Verlag)
978-1-107-05087-7 (ISBN)
78,55 inkl. MwSt
Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook teaches students how to recognize, simplify, model and solve optimization problems – 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 is an accessible introduction to the field of optimization, focusing on powerful and reliable convex optimization techniques. Students and practitioners will learn how to recognize, simplify, model and solve optimization problems - and apply these principles to their own projects. A clear and self-contained introduction to linear algebra demonstrates core mathematical concepts in a way that is easy to follow, and helps students to understand their practical relevance. Requiring only a basic understanding of geometry, calculus, probability and statistics, and striking a careful balance between accessibility and rigor, it enables students to quickly understand the material, without being overwhelmed by complex mathematics. Accompanied by numerous end-of-chapter problems, an online solutions manual for instructors, and relevant examples from diverse fields including engineering, data science, economics, finance, and management, this is the perfect introduction to optimization for undergraduate and graduate students.

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. Laurent El Ghaoui is a Professor in the Department of Electrical Engineering and Computer Science, the Department of Industrial Engineering and Operations Research, and the Berkeley Center for New Media, at the University of California, Berkeley.

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.

Erscheint lt. Verlag 31.10.2014
Zusatzinfo Worked examples or Exercises; 20 Halftones, unspecified; 332 Line drawings, unspecified
Verlagsort Cambridge
Sprache englisch
Maße 196 x 253 mm
Gewicht 1570 g
Themenwelt Mathematik / Informatik Informatik Theorie / Studium
Technik Elektrotechnik / Energietechnik
Wirtschaft Betriebswirtschaft / Management
ISBN-10 1-107-05087-1 / 1107050871
ISBN-13 978-1-107-05087-7 / 9781107050877
Zustand Neuware
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