本书《Convex Optimization》(Boyd)为英文原版,深入浅出地介绍了凸优化理论及其应用;中文版《凸优化》由王会宁翻译,适合研究人员与高年级学生阅读。
Convex optimization problems are common in various fields. This book offers a thorough introduction to the subject and demonstrates how these problems can be solved numerically with high efficiency. The text starts by introducing basic elements of convex sets and functions, then moves on to describe different classes of convex optimization problems. It also covers duality, approximation techniques, and statistical estimation methods.