Lectures on convex optimization (Q723525): Difference between revisions

The author presents a wide review of convex optimization techniques. The book is a textbook covering most of the known efficient convex optimization methods. It is organized in two main parts: Black-Box Optimization and Structural Optimization. The first part consists of four chapters. Chapter 1 describes general nonlinear optimization problems, including theoretical foundations and basic optimization techniques. In Chapter 2, smooth optimization techniques are discussed. It starts with basic problems, and then more complex ones are described, as minimax problems and constrained problems. Chapter 3 describes nonsmooth optimization techniques, including theoretical foundations and several methods. In Chapter 4, second-order methods are presented. Three chapters in the second part cover topics that are not very often discussed in textbooks. Chapter 5 describes in a detailed way polynomial interior-point algorithms. The primal-dual model of the objective is discussed in Chapter 6. Finally, in Chapter 7, the optimization in relative scale is presented. The book is self-contained. The definitions, theorems and proofs are well-written and would be easy to understand even for graduate students. On the other hand, the book covers the majority of efficient convex optimization methods. For that reason, in my opinion, it is a must-read for both students involved in the operations research programs, as well as the researchers in the area of nonlinear programming, in particular in convex optimization.