- Robust and stochastic optimization
- Convex analysis
- Linear programming
- Monte Carlo simulation
- Model-based estimation
- Matrix algebra review
- Probability and statistics basics
Presents the first book on matrix algorithms in concise and well tested MATLAB codes. Allows readers quick understanding of algorithms by debugging codes. Codes are useful for many numerical computations.
R. Sharipov. (2002)cite arxiv:cs/0201007Comment: AmSTeX, 7 pages, amsppt style, English wording is improved, references are transformed to hyperlinks, the fugure is incorporated into the PS and PDF files.