凸优化-优化算法from stanford

Convex Optimization

Convex Optimization

Stephen Boyd

Department of Electrical Engineering

Stanford University

Lieven Vandenberghe

Electrical Engineering Department

University of California, Los Angeles

cambridge university press

c

 Cambridge University Press 2004

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the written permission of Cambridge University Press.

First published 2004

Seventh printing with corrections 2009

Printed in the United Kingdom at the University Press, Cambridge

A catalogue record for this p ublication is available from the British Library

1. Mathematical optimization. 2. Convex functions. I. Vandenberghe, Lieven. II. Title.

QA402.5.B69 2004

519.6–dc22 2003063284

ISBN 978-0-521-83378-3 hardback

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Anna, Nicholas, and Nora

Dani¨el and Margriet