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1189 results in Optimization, OR and risk

Page 46 of 60

  • Preface

  • Stephen Boyd, Stanford University, California, Lieven Vandenberghe, University of California, Los Angeles
  • Book:
    Convex Optimization
    Published online:
    05 August 2013
    Print publication:
    08 March 2004, pp xi-xiv

  • Summary

    This book is about convex optimization, a special class of mathematical optimization problems, which includes least-squares and linear programming problems. It is well known that least-squares and linear programming problems have a fairly complete theory, arise in a variety of applications, and can be solved numerically very efficiently. The basic point of this book is that the same can be said for the larger class of convex optimization problems.

    While the mathematics of convex optimization has been studied for about a century, several related recent developments have stimulated new interest in the topic. The first is the recognition that interior-point methods, developed in the 1980s to solve linear programming problems, can be used to solve convex optimization problems as well. These new methods allow us to solve certain new classes of convex optimization problems, such as semidefinite programs and second-order cone programs, almost as easily as linear programs.

    The second development is the discovery that convex optimization problems (beyond least-squares and linear programs) are more prevalent in practice than was previously thought. Since 1990 many applications have been discovered in areas such as automatic control systems, estimation and signal processing, communications and networks, electronic circuit design, data analysis and modeling, statistics, and finance. Convex optimization has also found wide application in combinatorial optimization and global optimization, where it is used to find bounds on the optimal value, as well as approximate solutions.

Page 46 of 60