View source for Convex programming

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The branch of [[mathematical programming]] dealing with the theory and methods of solving problems of minimization of [[Convex function (of a real variable)|convex functions]] on [[convex set]]s defined by systems of equalities and inequalities. There exists a quite complete theory of convex programming, and numerous methods have been developed for solving problems in this field. A priori estimates of convergence have been established for many iterative methods of convex programming. [[Quadratic programming]] is a branch of convex programming.



====References====

<table>
<TR><TD valign="top">[1]</TD> <TD valign="top">  I.I. Eremin,   N.N. Astaf'ev,   "Introduction to the theory of linear and convex programming" , Moscow  (1976)  (In Russian)</TD></TR>
<TR><TD valign="top">[2]</TD> <TD valign="top">  V.G. Karmanov,   "Mathematical programming" , Moscow  (1975)  (In Russian)</TD></TR>
<TR><TD valign="top">[3]</TD> <TD valign="top">  W.I. Zangwill,   "Nonlinear programming: a unified approach" , Prentice-Hall  (1969)</TD></TR>
<TR><TD valign="top">[4]</TD> <TD valign="top">  E. Polak,   "Computational methods in optimization: a unified approach" , Acad. Press  (1971)</TD></TR>
<TR><TD valign="top">[5]</TD> <TD valign="top">  R.T. Rockafellar,   "Convex analysis" , Princeton Univ. Press  (1970)</TD></TR>
<TR><TD valign="top">[6]</TD> <TD valign="top">  J. Stoer,   C. Witzgall,   "Convexity and optimization in finite dimensions" , '''1''' , Springer  (1970)</TD></TR>
<TR><TD valign="top">[7]</TD> <TD valign="top">  S.P. Boyd,   L. Vandenberghe,   "Convex Optimization" , Cambridge University Press  (2004). {{DOI|10.1017/CBO9780511804441}}</TD></TR>
</table>