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Do you have any textbooks recommendations for learning about semidefinite programming targeted at the level of, say, a math grad student?
by danharaj 8y ago
Do you have any textbooks recommendations for learning about semidefinite programming targeted at the level of, say, a math grad student?
- LolWolf 8y agoThe usual good starting point is Boyd’s Convex Optimization, for a relatively rigorous but also quite practical book. The second usual, quite a bit more rigorous case is Rockafellar’s Convex Analysis, but this one deals only with general analysis as opposed to also including applications and algorithms. I highly recommend Boyd’s book, even for a mathematician ;) since it gives a lot of great motivation and is superbly written in a relatively casual yet clear style.
- weber111 8y agoCheck BOAZ BARAK's Harvard class for a references list
- whatever1 8y agoYou can also find Ben-Tal & Nemirovski's lecture slides here: https://www2.isye.gatech.edu/~nemirovs/Lect_ModConvOpt.pdf https://www2.isye.gatech.edu/~nemirovs/Lect_ModConvOpt.pdf