Giuseppe C. Calafiore (Politecnico di Torino), Laurent El Ghaoui (Berkeley University of California)

Optimization Models

• Gebundenes Buch

Produktbeschreibung

Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook teaches students how to recognize, simplify, model and solve optimization problems â and apply these basic principles to their own projects. Accompanied by an online solution manual, accessible only to instructors.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 650
• Erscheinungstermin: 11. Dezember 2014
• Englisch
• Abmessung: 260mm x 208mm x 39mm
• Gewicht: 1672g
• ISBN-13: 9781107050877
• ISBN-10: 1107050871
• Artikelnr.: 40743811

Autorenporträt

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.

Inhaltsangabe

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.