Convex Optimization - Stanford University

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 Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, Sa o Paolo, Delhi Cambridge University Press The Edinburgh Building, Cambridge, CB2 8RU, UK. Published in the United States of America by Cambridge University Press, New York Information on this title: c Cambridge University Press 2004. This publication is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press.

Boyd, Stephen P. Convex Optimization / Stephen Boyd & Lieven Vandenberghe p. cm. Includes bibliographical references and index. ISBN 0 521 83378 7 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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