Optimization Models

Optimization Models
G.C. Calafiore and L. El Ghaoui
Cambridge University Press
October 2014
Publisher's book web site

Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook is an accessible introduction to the field of optimization, focusing on powerful and reliable convex optimization techniques. Students and practitioners will learn how to recognize, simplify, model and solve optimization problems – and apply these principles to their own projects. A clear and self-contained introduction to linear algebra demonstrates core mathematical concepts in a way that is easy to follow, and helps students to understand their practical relevance. Requiring only a basic understanding of geometry, calculus, probability and statistics, and striking a careful balance between accessibility and rigor, it enables students to quickly understand the material, without being overwhelmed by complex mathematics. Accompanied by numerous end-of-chapter problems, an online solutions manual for instructors, and relevant examples from diverse fields including data science, engineering design, economics, finance, and management, this is the perfect introduction to optimization for undergraduate and graduate students.

Topics: linear algebra, least-squares, linear and quadratic programming, convex programming, applications.

Links:
- Table of contents.
- Exercise manual.
- Hyper-textbook on optimization models.

Bibtex reference:

@book{CaE:14,
	Author = {Calafiore, G.C. and {El Ghaoui}, L.},
	Publisher = {Cambridge University Press},
	Series = {Control systems and optimization series},
	Title = {Optimization Models},
	Year = {2014},
	Month = {October}
}