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Jan Brinkhuis

Convex Analysis for Optimization: A Unified Approach

Convex Analysis for Optimization: A Unified Approach

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This textbook provides a concise introduction to convex optimization for graduate students, covering convex sets, functions, and optimization principles with examples and illustrations. It offers a systematic three-step method for problem-solving and includes chapters on alternative formulations and applications.

Format: Paperback / softback
Length: 257 pages
Publication date: 06 May 2021
Publisher: Springer Nature Switzerland AG


This comprehensive textbook provides a thorough introduction to the fundamental concepts of convex optimization for graduate students. Written in a highly accessible style, it includes numerous examples and illustrations to facilitate understanding. The book introduces a systematic three-step method, conify, work, and deconify, to address various aspects of convex optimization. It begins by exploring convex sets, their primal description, constructions, topological properties, and dual description. Subsequently, it delves into convex functions and the principles of convex optimization, showcasing their application in the comprehensive analysis of convex optimization problems through a systematic four-step method. Additionally, the textbook covers alternative formulations of optimality conditions and provides illustrative examples of their practical use.

The author approaches the subject matter with a precise yet light-hearted spirit, making it accessible to experts in the field as well as providing a foundation for new discoveries in convexity and optimization. This textbook is particularly well-suited for classroom teaching, offering a unifying view of the subject matter and fostering a deeper understanding among students.

Shuzhong Zhang, Professor of Industrial and Systems Engineering at the University of Minnesota, has authored this textbook, which is a valuable resource for graduate students seeking to excel in convex optimization and related fields.

Weight: 454g
Dimension: 235 x 155 (mm)
ISBN-13: 9783030418069
Edition number: 1st ed. 2020

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