Selected Applications of Convex Optimization

This book focuses on the applications of convex optimization and highlights several topics, including support vector machines, parameter estimation, norm approximation and regularization, semi-definite programming problems, convex relaxation, and geometri

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Li Li

Selected Applications of Convex Optimization

Springer Optimization and Its Applications Volume 103

Managing Editor Panos M. Pardalos (University of Florida) Editor–Combinatorial Optimization Ding-Zhu Du (University of Texas at Dallas) Advisory Board J. Birge (University of Chicago) C.A. Floudas (Princeton University) F. Giannessi (University of Pisa) H.D. Sherali (Virginia Polytechnic and State University) T. Terlaky (McMaster University) Y. Ye (Stanford University)

Aims and Scope Optimization has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time, one of the most striking trends in optimization is the constantly increasing emphasis on the interdisciplinary nature of the field. Optimization has been a basic tool in all areas of applied mathematics, engineering, medicine, economics, and other sciences. The series Springer Optimization and Its Applications publishes undergraduate and graduate textbooks, monographs and state-of-the-art expository work that focus on algorithms for solving optimization problems and also study applications involving such problems. Some of the topics covered include nonlinear optimization (convex and nonconvex), network flow problems, stochastic optimization, optimal control, discrete optimization, multi-objective programming, description of software packages, approximation techniques and heuristic approaches.

More information about this series at http://www.springer.com/series/7393

Li Li

Selected Applications of Convex Optimization

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Li Li Department of Automation Tsinghua University Beijing, China

Additional material to this book can be downloaded from http://extras.springer.com. ISSN 1931-6828 ISSN 1931-6836 (electronic) Springer Optimization and Its Applications ISBN 978-3-662-46355-0 ISBN 978-3-662-46356-7 (eBook) DOI 10.1007/978-3-662-46356-7 Jointly published with Tsinghua University Press, Beijing ISBN: 978-7-302-39029-9 Tsinghua University Press, Beijing Library of Congress Control Number: 2015932423 Mathematics Subject Classification: 90C25, 90C90, 65K10, 65K15, 49M20 Springer Heidelberg New York Dordrecht London © Tsinghua University Press, Beijing and Springer-Verlag Berlin Heidelberg 2015 This work is subject to copyright. All rights are reserved by the Publishers, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific st