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Optimization Models

Authors

Giuseppe C. Calafiore
, Politecnico di Torino,
Laurent El Ghaoui
, University of California, Berkeley
Published 2014

Description

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.…

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Key features

  • Presents a unified treatment of optimization methods and linear algebra
  • Demonstrates how abstract mathematical concepts are relevant to modern technology
  • Includes four detailed chapters demonstrating the practical application of optimization techniques to problems in machine learning, computational finance, control, and engineering design

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