Tối ưu lập kế hoạch

This book is about convex optimization, a special class of mathematical optimiza-tion problems, which includes least-squares and linear programming problems. It is well known that least-squares and linear programming problems have a fairly complete theory, arise in a variety of applications, and can be solved numerically very efficiently. The basic point of this book is that the same can be said for the larger class of convex optimization problems.

This is a collection of additional exercises, meant to supplement those found in the book Convex Optimization, by Stephen Boyd and Lieven Vandenberghe. These exercises were used in several courses on convex optimization, EE364a (Stanford), EE236b (UCLA), or 6.975 (MIT), usually for
homework, but sometimes as exam questions. Some of the exercises were originally written for the book, but didn’t make the final cut.

CONTENT

• Optimization problems
• Optimization problem classification
• Applications
• Topics

1. Introduction

• mathematical optimization

• least-squares and linear programming

• convex optimization

• example