Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications (MPS-SIAM Series on Optimization, Series Number 2) - Softcover

Ben-Tal, Aharon; Nemirovski, Arkadi

Softcover

ISBN 10: 0898714915 ISBN 13: 9780898714913

Publisher: Society for Industrial and Applied Mathematics, 1987

Synopsis

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

About this title

About the Author

Aharon Ben-Tal is a professor at the Technion-Israel Institute of Technology and head of the MINERVA Optimization Center. He serves on the editorial boards of several journals, including Mathematics of Operations Research, SIAM Journal on Optimization, Journal of Convex Analysis, and Mathematical Modeling and Numerical Algorithms. Arkadi Nemirovski also is a Professor at the Technion-Israel Institute of Technology. The author of three monographs, Dr. Nemirovski is the joint recipient of the Fulkerson Prize of the Mathematical Programming Society and AMS (1982) and the Dantzig Prize of the Mathematical Programming Society and SIAM (1991).

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 1987
• ISBN 10: 0898714915
• ISBN 13: 9780898714913
• Binding: Paperback
• Language: English
• Number of pages: 504