Nesterov Yu. Introductory Lectures on Convex Optimization: A Basic Course

Springer Science+Business Media, LLC, 2004. — 253 p. — (Appliied Optimization 87) — ISBN: 1461346916The book you see now is a result of an attempt to present serious thingsinan elementary form. As is always the case with a one-semester course, the most difficult problern is the selection of the aterial. For us the target notions were the complexity of the optimization problems and a provable ffi.ciency of numerical schemes supported by complexity bounds. In view of a severe volume Iimitation, we had to be very pragmatic. Any concept or fact included in the book is absolutely necessary for the analysis of at least one optimization scheme. Surprisingly enough, none of the material presented requires any facts from duality theory. Thus, this topic is completely omitted. This does not mean, of course, that the author neglects this fundamental concept. However, we hope that for the first treatment of the subject such a compromise is acceptable.Nonlinear Optimization
Smooth Convex Optimization
Nonsmooth Convex Optimization
Structural Optimization