# Optimization Models

## Book Description

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 engineering, data science, economics, finance, and management, this is the perfect introduction to optimization for undergraduate and graduate students.

### Table of Contents

Chapter 1 Introduction

Part I Linear Algebra Models

Chapter 2 Vectors And Functions

Chapter 3 Matrices

Chapter 4 Symmetric Matrices

Chapter 5 Singular Value Decomposition

Chapter 6 Linear Equations And Least Squares

Chapter 7 Matrix Algorithms

Part II Convex Optimization Models

Chapter 8 Convexity

Chapter 9 Linear, Quadratic, And Geometric Models

Chapter 10 Second-Order Cone And Robust Models

Chapter 11 Semidefinite Models

Chapter 12 Introduction To Algorithms

Part III Applications

Chapter 13 Learning From Data

Chapter 14 Computational Finance

Chapter 15 Control Problems

Chapter 16 Engineering Design

## Book Details

- Title: Optimization Models
- Author: Giuseppe C. Calafiore, Laurent El Ghaoui
- Length: 650 pages
- Edition: 1
- Language: English
- Publisher: Cambridge University Press
- Publication Date: 2014-10-31
- ISBN-10: 1107050871
- ISBN-13: 9781107050877

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