Modern convex optimization

Apr 1, 2021Ben-Tal, A. Lectures on modern convex optimization : analysis, algorithms, and engineering applications / Aharon Ben-Tal, Arkadi Nemirovski. p.
Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. Google BooksOriginally published: 2001Author: A. Ben-Tal

What are the recent trends in convex optimization?

To some extent, recent trends (the last decade or so) in convex optimization stem from the realization that there is something between the relatively narrow LP and the com- pletely unstructured universe of convex programming; what is between are well-structured generic convex optimization problems like CQP and SDP

What modern optimization can solve well'?

Theoretically speaking, what modern Optimization can solve \well" are convex optimization problems

In essence, the two-decade-long investigation of complexity issues in Optimization can be summarized in the following conclusion: (!)


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