Convex Optimization

Convex Optimization is a textbook on convex optimization, written by Stephen Boyd and Lieven Vandenberghe, and published by Cambridge University Press in 2004. The book is widely considered as one of the most authoritative and widely used textbooks on convex optimization.

The book covers topics such as convex sets, convex functions, convex optimization problems, duality theory, optimality conditions, unconstrained optimization, linear programming, convex quadratic programming, geometric programming, second-order cone programming, semidefinite programming, and nonlinear programming. Each chapter includes a clear and concise exposition of the theory, followed by numerous examples, exercises, and further reading.

The authors emphasize the importance of convexity in optimization, as it plays a fundamental role in both the theory and practice of optimization. The book covers both theory and applications of convex optimization, with a focus on numerical methods and computational complexity. The authors also provide numerous practical examples, from engineering, economics, finance, and other fields.