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.

    The science of complexity studies how single elements, such as a species or a stock, spontaneously organize into complicated structures like ecosystems and economies; stars become galaxies, and snowflakes avalanches almost as if these systems were obeying a hidden yearning for order. Drawing from diverse fields, scientific luminaries such as Nobel Laureates Murray Gell-Mann and Kenneth Arrow are studying complexity at a think tank called The Santa Fe Institute. The revolutionary new discoveries researchers have made there could change the face of every science from biology to cosmology to economics. M. Mitchell Waldrop's groundbreaking bestseller takes readers into the hearts and minds of these scientists to tell the story behind this scientific revolution as it unfolds.

    Yet they remain among the most mysterious of concepts. Is space an entity? Why does time have a direction? Could the universe exist without space and time? Can we travel to the past? Greene has set himself a daunting task: to explain non-intuitive, mathematical concepts like String Theory, the Heisenberg Uncertainty Principle, and Inflationary Cosmology with analogies drawn from common experience. From Newton’s unchanging realm in which space and time are absolute, to Einstein’s fluid conception of spacetime, to quantum mechanics’ entangled arena where vastly distant objects can instantaneously coordinate their behavior, Greene takes us all, regardless of our scientific backgrounds, on an irresistible and revelatory journey to the new layers of reality that modern physics has discovered lying just beneath the surface of our everyday world.

    40 illustrations throughout.

    As we dream with him, we are taken further and further into mathematical theory, where ideas eventually take flight, until everyone--from those who fumble over fractions to those who solve complex equations in their heads--winds up marveling at what numbers can do.Hans Magnus Enzensberger is a true polymath, the kind of superb intellectual who loves thinking and marshals all of his charm and wit to share his passions with the world. In The Number Devil, he brings together the surreal logic of Alice in Wonderland and the existential geometry of Flatland with the kind of math everyone would love, if only they had a number devil to teach them.