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Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. The text contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.

Chordal graphs play a central role in techniques for exploiting sparsity in large semidefinite optimization problems, and in related convex optimization problems involving sparse positive semidefinite matrices. Chordal graph properties are also fundamental to several classical results in combinatorial optimization, linear algebra, statistics, signal processing, machine learning, and nonlinear optimization. Chordal Graphs and Semidefinite Optimization covers the theory and applications of chordal graphs, with an emphasis on algorithms developed in the literature on sparse Cholesky...