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Convex Optimization [Hardcover]

Stephen Boyd , Lieven Vandenberghe
4.5 out of 5 stars  See all reviews (18 customer reviews)

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Book Description

March 8, 2004 0521833787 978-0521833783
Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. The text contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.

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Convex Optimization + Nonlinear Programming + Numerical Optimization (Springer Series in Operations Research and Financial Engineering)
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Editorial Reviews

Review

"Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable and inspiring introduction to this modern field of research...The book will be accessible not only to mathematicians but also to researchers and students who want to use convex optimization in applied fields like engineering, computer science, economics, statistics, or others. I recommend it as one of the best optimization textbooks that have appeared in the last years."
Mathematical Methods of Operations Research


"...this concisely writen book is useful in many regards: as a primary textbook for convex optimization with engineering applications or as an alternate text for a more traditional course on linear or nonlinear optimization."
Journal of the American Statistical Association, Hans-Jakob Luethi, Swiss Federal Institute of Technology Zurich


"The book by Boyd and Vandenberghe reviewed here is one of ... the best I have ever seen ... it is a gentle, but rigorous, introduction to the basic concepts and methods of the field ... this book is meant to be a 'first book' for the student or practitioner of optimization. However, I think that even the experienced researcher in the field has something to gain from reading this book: I have very much enjoyed the easy to follow presentation of many meaningful examples and suggestive interpretations meant to help the student's understanding penetrate beyond the surface of the formal description of the concepts and techniques. For teachers of convex optimization this book can be a gold mine of exercises."
MathSciNet

Book Description

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.

Product Details

  • Hardcover: 727 pages
  • Publisher: Cambridge University Press (March 8, 2004)
  • Language: English
  • ISBN-10: 0521833787
  • ISBN-13: 978-0521833783
  • Product Dimensions: 9.8 x 7.6 x 1.5 inches
  • Shipping Weight: 3.8 pounds (View shipping rates and policies)
  • Average Customer Review: 4.5 out of 5 stars  See all reviews (18 customer reviews)
  • Amazon Best Sellers Rank: #183,279 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews
32 of 34 people found the following review helpful
5.0 out of 5 stars The way to go for introducing optimization May 30, 2008
Format:Hardcover|Verified Purchase
Quite simply, this is a wonderful text. Coupling this with Boyd's course at Stanford (the lecture videos, HWs, etc. are all available for free online), you're bound to learn quite a lot about optimization. But most importantly, you'll have an idea of when you can actually apply convex optimization to solve a problem that comes up in your particular field.

My reasoning in giving it such praise is my preference for the rather unusual methodology it takes in introducing you to optimization. Most books I have seen on linear programming or non-linear programming tackle a few standard problems, introduce what is necessary in terms of definitions and proofs, and then focus on the algorithms that solve these standard problems (conjugate gradient et. al.), how they work, their pitfalls, etc. While this is undoubtedly useful material (which Boyd does cover for a good deal in the final chapters), the simple fact of the matter is these algorithms are available as standard methods in optimization packages (which are abstracted from the user), and unless you are actually going into developing, implementing and tweaking algorithms, this quite honestly is useless.

What this book attempts to do, and does very well in my opinion, is to teach you to recognize convexity that's present in problems that are first glance appear to be so incredibly removed from optimization that you might never consider it. This book spends the first 100 pages or so just devoted to building a "calculus" of convexity, if you will, so that you know through what operations convexity is preserved, and you develop intuition as to the potential to use convex optimization in problems in your particular field or application.
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23 of 24 people found the following review helpful
4.0 out of 5 stars A very good starting point for convex optimization August 5, 2008
Format:Hardcover|Verified Purchase
I think this is the best book for getting into optimization. It's simple with many examples and figures. Excellent choice for engineers, mathematicians might find it incomplete, but what can we do, that's life. I think the interior point section could have had more, but it is still ok. The next step after this book is Nemirovski's book "Lectures on Modern Convex optimization". You can download it for free from his website [...] along with many other notes. Nemirovski's book is very complete and has very modern ideas new to many engineers. But as I said Boyd's book is where you should start from. From an engineer's perspective I believe Boyd's book is much more easy to read and understand than Bertseka's book Convex Analysis and Optimization. I also appreciate Boyd's courtesy to have his book available on-line for free. I bought the book after downloading it because it is worth its price. Try also another book coming from Stanford, which is more specialized Convex Optimization & Euclidean Distance Geometry, also available on-line
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24 of 27 people found the following review helpful
5.0 out of 5 stars Excelent reference both for theory and practice March 2, 2006
Format:Hardcover
The book provides sound theoretical basis in a non-intimidating way. It also presents many examples that help the reader understand and relate his or her specific needs to general convex optimization problems. I think this book is a really good compromise between theory and practice: it can please the more mathematics-oriented with proofs, definitions, and bibliography; as well as the more application-oriented with examples, implementations, and heuristics. The authors have been very generous in allowing the free download of the full book from their website.
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12 of 16 people found the following review helpful
5.0 out of 5 stars A definite guide January 14, 2006
By Uttar
Format:Hardcover
The book excels in readability and style. A perfect balance on the theoretical and practical aspets of the convex optimization. As the name implies, and also as the authors put in preface, it is about recognizing, formulating, and solving convex optimization problems. Provides necessary mathematical background in the first part---not as deeply as a gradute level convex analysis book---and therefore helps reader build a working knowledge. If something is not covered in this part but essential for a working knowledge, then it is in the appendices for sure. Provides a wealth of examples, exercises, and applications. Perfect for self-study as well as classroom use.
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21 of 29 people found the following review helpful
5.0 out of 5 stars Convex Optimization May 2, 2005
Format:Hardcover
This is an absolutely wonderful work on the subject. It delivers precisely what the preface promises -- a very comprehensive introduction to convex optimization for users. Moreover, it delivers far more, for it is incredibly well-written and unusually accessible. It's a joy to read.
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1 of 1 people found the following review helpful
5.0 out of 5 stars Great book May 3, 2013
By Owl
Format:Hardcover|Verified Purchase
It is a well thought book and, moreover, there are the Convex Optimization course available in Youtube. The two together is just perfect for those really willing to learn Convex Optimization.
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3 of 4 people found the following review helpful
5.0 out of 5 stars Wonderful Text on optimization September 26, 2010
Format:Hardcover|Verified Purchase
This is an excellent text on optimization. The pdf version is free on the net. First I got the pdf version, I like the writing style and the way authors have described the concepts. Then I ordered the hard print. The print quality is excellent and its a great book to have!
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3 of 4 people found the following review helpful
5.0 out of 5 stars Readable! November 11, 2009
Format:Hardcover
Well written and intuitive. Check out the online copy by following the link from the convex programing page on Wikipedia.
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Most Recent Customer Reviews
5.0 out of 5 stars Get the hardcover ...
I had the pdf of this book for years but was never able to really appreciate the book because this book is designed to be browsed. Read more
Published 3 months ago by R Taylor
5.0 out of 5 stars Excellent advanced textbook / beginning research book
This material is somewhat tangential to my research, but I learned a ton by reading it. Very well organized.

For example, here is a problem I was working on. Read more
Published 5 months ago by ralph kelsey
3.0 out of 5 stars How to actually solve it please
I want to like this book. But please tell me where is anything actually solved? Browsing through the book to decide if I should work my way through it or not, it looks for all the... Read more
Published 18 months ago by Jeffrey M. Lee
5.0 out of 5 stars it is good
anyway, it is good. It is a classic book in communication and signal processing area. The book is quite new.
Published 20 months ago by Songtao Lu
5.0 out of 5 stars brand new book, in good quality~
Convex Optimization

It's a new book and the quality of the book is good. It is helpful for my study of Convex Optimization in UCLA.
Published on February 11, 2012 by Suki
5.0 out of 5 stars Great Book
This book trains you to recognize convexity, gives you the associated tools, also has a few chapters on the details of the tools. Read more
Published on October 9, 2011 by XYZ
5.0 out of 5 stars Convexoptimization reference
This book can be considered as a reference in convex optimization.
It is clearly written with a lot of examples.
Published on April 5, 2011 by Jerome Gilles
1.0 out of 5 stars ONE WORD: SKIMPY!!!
Save your money and consult the free online edition, if you must.

I needed this book for a class, but if you have the option, look for a better and more complete book. Read more
Published on November 12, 2008 by Pete
5.0 out of 5 stars An excellent introduction to convex optimization models
Boyd's and Vanderbergue's book offers a lot: good intuition to theoretical convex optimization and its tools, sophisticated descriptions of many convex optimization applications,... Read more
Published on November 5, 2008 by Academic
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