Convex Optimization Stephen Boyd and Lieven Vandenberghe Cambridge University Press More material can be found at the web sites for EE364A (Stanford) or EE236B (UCLA), and our own web pages. Source code for almost all examples and figures in part 2
Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex opti
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 t
