Convex optimization for signal processing and communications. From fundamentals to applications (Q2836137)

Convex optimization has been applied successfully and extensively to various problems in signal processing and communications. The goal of this book is to provide the readers an introduction to convex optimization with fundamental concepts, the underlying principles and wide range of applications in signal processing and communications. The authors develop the material from the basic concepts and attempt to make all topics accessible to readers with clear and compact writing style. The book is organized in 10 chapters and an appendix on convex optimization solvers.NEWLINENEWLINEChapter 1 provides some mathematical background materials that is used in the remaining chapters. Chapter 2 contains basic material on convex sets. Chapter 3 deals with convex functions that are essential in chapter 4. Convex and quasi-convex optimization problems are presented in Chapter 4. Chapter 5 deals with another type of optimization problem called geometric programming. Chapter 6 presents linear and quadratic programming. In Chapter 7, second-order cone programming is introduced and explained with nice examples. Chapter 8 deals with semidefinite programming and Chapter 9 presents duality. Finally Chapter 10 deals with interior-point methods. Each of these chapters present the materials that are effectively applied to practical problems in communications and/or signal processing.NEWLINENEWLINEThis is a well written book that maintains a balance between mathematical theory and applications. The organization of the book makes it possible to use it as a textbook for the first-year graduate course on ``Convex Optimization'' or ``Nonlinear Optimization'' for engineering students who need to solve optimization problems. Also researchers and practitioners in applied mathematics, physics and engineering will find this book as a very good reference.