Convex Optimization

300

pages

English

Documents

2011

Écrit par
Boyd & Vandenberghe

Publié par
mtoledan

Lire

Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres

300

pages

English

Documents

2011

Lire

Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres

Publié par

mtoledan

Publié le

23 août 2011

Nombre de lectures

Langue

English

Poids de l'ouvrage

1 Mo

Convex Optimization — Boyd & Vandenberghe1. Introduction mathematical optimization least-squares and linear programming convex optimization example course goals and topics nonlinear optimization brief history of convex optimization1–1Mathematical optimization(mathematical) optimization problemminimize f (x)0subject to f (x)b; i = 1;:::;mi i x = (x ;:::;x ): optimization variables1 nn f :R !R: objective function0n f :R !R, i = 1;:::;m: constraint functionsi?optimal solution x has smallest value of f among all vectors that0satisfy the constraintsIntroduction 1–2Examplesportfolio optimization variables: amounts invested in diﬀerent assets constraints: budget, max./min. investment per asset, minimum return objective: overall risk or return variancedevice sizing in electronic circuits variables: device widths and lengths constraints: manufacturing limits, timing requirements, maximum area objective: power consumptiondata ﬁtting variables: model parameters constraints: prior information, parameter limits objective: measure of misﬁt or prediction errorIntroduction 1–3Solving optimization problemsgeneral optimization problem very diﬃcult to solve methods involve some compromise, e.g., very long computation time, ornot always ﬁnding the solutionexceptions: certain problem classes can be solved eﬃciently and reliably least-squares problems linear programming problems convex optimization ...

Voir

Publié par

mtoledan

Publié le

23 août 2011

Nombre de lectures

Langue

English

Poids de l'ouvrage

1 Mo

Optimisation Mathématiques

Voir