Lieven Vandenberghe: 2 books

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then...

This groundbreaking textbook combines straightforward explanations with a wealth of practical examples to offer an innovative approach to teaching linear algebra. Requiring no prior knowledge of the subject, it covers the aspects of linear algebra – vectors, matrices, and least squares – that...