Wednesday, October 19, 2005

Books that read like a thriller...a new entry.

A while back, I had talked about books that read like a thriller:
Occasionally one finds technical books that, either because of the subject matter, or the style of writing, or some other inexplicable properties, make for such gripping reading that one almost wants to read from cover to cover in a single sitting.
The latest entry in this category is Convex Optimization, by Stephen Boyd and Lieven Vandenberghe. It's a Cambridge University Press book, and covers a wide range of topics in convex programming, including convex duality, semidefinite programming, interior-point methods, and applications. One special case of convex programming is second order cone programming, which is further a special case of semidefinite programming, and includes the minimum enclosing ball problem and max-norm distance computations as special cases.

Why do I like this book so much ? An underrated feature of a good book is its choice of fonts, and although this seems like a rather shallow reason, I have to say that it makes a big difference. Nothing like a clean layout and nice fonts to make a text easy to read.

The material is organized very well. It starts off with the basic theory of convex functions, and slowly introduces the various convex programming variants, from the simpler kinds to the fully general versions. Applications to problems are given everywhere, and the exercises contain all kinds of interesting variants. The book works both as a text, to be read from cover to cover, and as a reference for specific definitions. It does probably the most difficult thing of all; hit the right tone in terms of mathematical exposition and intuition. I particularly liked the sections on interior point methods, as well its explanation of Legendre duality (the generalization of traditional geometric duality)


  1. Another excellent book is Mike Steel's The Cauchy-Schwarz Master Class . I couldn't put that book down! 

    Posted by Julian

  2. Have you ever read any of Lanczos's books? The Variational Principles of Mechanics and Linear Differential Operators are both a lot of fun to read. 

    Posted by David


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