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[资源] 【转帖】convex optimization【已搜无重复】

，大家新年好！很荣幸由我来共享新年第一本书：convex optimization。在我们日常数据处理中，其实绝大部分的问题都是凸优化问题，因此，有一本介绍比较详细的书就显得弥足珍贵了。

   本书信息如下：
Author:Stephen Boyd & Lieven Vandenberghe
Address: Department of Electrical Engineering Stanford University;
            Electrical Engineering Department University of California, Los Angeles.
   Publisher: cambridge university press
   Publish data: First published 2004
                     Reprinted with corrections 2004
                     Reprinted with corrections 2006

   Content:
   1 Introduction

   I Theory:
   2 Convex sets
   3 Convex functions
   4 Convex optimization problems
   5 Duality

   II Applications
   6 Approximation and fitting
   7 Statistical estimation
   8 Geometric problems

   III Algorithms
   9 Unconstrained minimization
   10 Equality constrained minimization
   11 Interior-point methods

   Appendices
   A. Mathematical background
   B. Problems involving two quadratic functions
   C. Numerical linear algebra background

   References
   Notation
   Index

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最后祝所有的虫子们在2008年里更上一层楼，万事如意；愿小木虫在2008年里越办越好，提供越来越多的经典资源！

[ Last edited by 幻影无痕 on 2008-1-8 at 10:24 ]

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