Introductory lectures on convex optimization : a basic course
Nesterov, Yurii
(2004) ISBN: [9781402075537], 254 pages, published
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Nesterov, YuriiUCLouvain
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Abstract
This is the first elementary exposition of the main ideas of complexity theory for convex optimization. Up to now, most of the material can be found only in special journals and research monographs. The book covers optimal methods and lower complexity bounds for smooth and non-smooth convex optimization. A separate chapter is devoted to polynomial-time interior-point methods. Audience: The book is suitable for industrial engineers and economists.