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A tutorial on convex optimization

Authors: Haitham Hindi;

A tutorial on convex optimization

Abstract

In recent years, convex optimization has become a computational tool of central importance in engineering, thanks to it's ability to solve very large, practical engineering problems reliably and efficiently. The goal of this tutorial is to give an overview of the basic concepts of convex sets, functions and convex optimization problems, so that the reader can more readily recognize and formulate engineering problems using modern convex optimization. This tutorial coincides with the publication of the new book on convex optimization, by Boyd and Vandenberghe, who have made available a large amount of free course material and links to freely available code. These can be downloaded and used immediately by the audience both for self-study and to solve real problems.

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    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
61
Top 10%
Top 10%
Average
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