Convex Optimization by Stephen Boyd and Lieven Vandenberghe (source code)

= Convex Optimization by Stephen Boyd and Lieven Vandenberghe
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{tag=Work by Stephen Boyd}
{tag=Work by Lieven Vandenberghe}
{title2=2004}

By <Stephen Boyd>, <Lieven Vandenberghe>.

Publisher: Cambridge University Press.

Online text: https://www.seas.ucla.edu/~vandenbe/cvxbook/bv_cvxbook.pdf

Cited passages: Appendix A.5.2, pp. 646–647: symmetric eigenvalue decomposition and definiteness; §2.2.2, p. 30, equation (2.3): ellipsoids and semi-axis lengths; the book uses the inverse quadratic coefficient matrix; §3.1.4, Example 3.2, p. 71: a quadratic function is strictly convex exactly when its symmetric coefficient matrix is positive definite.

Online text: https://stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf

Cited passages: Appendix A.5.5, printed p. 650: block inversion and minimized quadratic form; §C.4.1, printed pp. 672–675: block elimination, Algorithm C.4, factor-solve interpretation and dense complexity.

Online text: https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf

The front matter states first publication in 2004 and a seventh printing with corrections in 2009. The title page credits <Stephen Boyd> and <Lieven Vandenberghe> as whole-book coauthors; no separate appendix byline is supplied. Cambridge University Press publishes the book; the Stanford author website hosts this copy.

Cited passages: Appendix A.1.6, printed pp. 636–637, dual norms.

Additional cited passage: §2.1.4, printed p. 24 (PDF page index 37), <convex combinations> and the definition and minimality of the <convex hull>. The title-page whole-book credits and the separately recorded 2004 first publication and 2009 corrected seventh printing apply to this copy.

Additional cited passages: §5.6.3, printed pp. 251–253, especially equation (5.58), local sensitivity of the optimal value to equality-constraint perturbations. The sign of the <Lagrange multiplier> depends on the chosen sign for the equality term. The title page and front matter retain the whole-book authorship, 2004 first publication and 2009 corrected seventh printing recorded above.

Additional locators: §§5.1–5.2, pp.215–227.