Convex Analysis and Optimization

Author: Dimitri P. Bertsekas
Publisher:
Publish Date: 2006-02-01
Features: The main author of this book, Dimitri P. Bertsekas, is a senior professor in the Department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology. He is the primary author of more than ten textbooks, including "Dynamic Programming and Stochastic Control," "Constrained Optimization and the Lagrange Multiplier Method," "Nonlinear Programming," "Network Optimization: Continuous and Discrete Models," "Discrete-Time Stochastic Optimization Control," and "Numerical Methods in Parallel and Distributed Computing." Most of these textbooks are used as teaching materials for MIT's graduate or undergraduate students, and this book is one of them. Only basic knowledge of linear algebra and mathematical analysis is required to read this book. By studying this book, you can learn the main results in the field of convex analysis and optimization, grasp the essential content of the theories, and improve your ability to analyze and solve optimization problems. Therefore, all theoretical researchers and practical workers involved in the fields of optimization and system analysis can benefit from studying or reading this book. Additionally, this book can also be used as a textbook or supplementary material for senior undergraduate or graduate students learning convex analysis methods and optimization theory.