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📙 Optimization models by Calafiore G.C.,Ghaoui L.El. — free pdf


Several textbooks have appeared in recent years, in response to the growing needs of the scientific community in the area of convex optimization. Most of these textbooks are graduate-level, and indeed contain a good wealth of sophisticated material. Our treatment includes the following distinguishing elements. • The book can be used both in undergraduate courses on linear algebra and optimization, and in graduate-level introductory courses on convex modeling and optimization. • The book focuses on modeling practical problems in a suitable optimization format, rather than on algorithms for solving mathematical optimization problems; algorithms are circumscribed to two chapters, one devoted to basic matrix computations, and the other to convex optimization. • About a third of the book is devoted to a self-contained treatment of the essential topic of linear algebra and its applications. • The book includes many real-world examples, and several chapters devoted to practical applications. • We do not emphasize general non-convex models, but we do illustrate how convex models can be helpful in solving some specific non-convex ones.

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