/book.optimisation

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References

[BLGS00] J. F. Bonnans, C. Lemaréchal, J. C. Gilbert, and C. A. Sagastizábal. Numerical Optimization. Springer, 2000.

[CE14] G. Calafiore and L. El Ghaoui. Optimization Models. Cambridge University Press, 2014.

[Cla13] F. H. Clarke. Functional Analysis, Calculus of Variations and Optimal Control, volume 264 of Graduate Texts in Mathematics. Springer, 2013.

[Lib12] D. Liberzon. Calculus of variations and optimial control: A concise introduction. Princeton Univer- sity Press, 2012.

[LY08] D. G. Luenberger and Y. Yinyu. Linear and Nonlinear Programming. Springer, 2008.

[VB96] L. Vandenberghe and S. Boyd. Semidefinite Programming. SIAM Review, 38(1):49–95, mar 1996.

[NW06] J. Nocedal and S. Wright. Numerical Optimization. Operations Research and Financial Engineering. Springer, 2nd edition, 2006.