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Interior Point Polynomial Algorithms in Convex Programming (Studies in Applied and Numerical Mathematics, Series Number 13) - Softcover
Synopsis
Written for specialists working in optimization, mathematical programming, or control theory. The general theory of path-following and potential reduction interior point polynomial time methods, interior point methods, interior point methods for linear and quadratic programming, polynomial time methods for nonlinear convex programming, efficient computation methods for control problems and variational inequalities, and acceleration of path-following methods are covered. In this book, the authors describe the first unified theory of polynomial-time interior-point methods. Their approach provides a simple and elegant framework in which all known polynomial-time interior-point methods can be explained and analyzed; this approach yields polynomial-time interior-point methods for a wide variety of problems beyond the traditional linear and quadratic programs.
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About the Author
Yurii Nesterov is Senior Research Associate at the Central Economic and Mathematical Institute, Moscow.
Arkadii Nemirovskii is Leading Research Associate at the Central Economic and Mathematical Institute, Moscow.
Review
"...the single most important contribution to the literature on optimization in the last decade." -- Aharon Ben-Tal, Professor of Operations Research, Technion-Israel Institute of Technology
"This is an outstanding book, a landmark in the study of complexity in mathematical programming...is likely to become a classic" -- M. J. Todd, Cornell University, Mathematics of Computation, Vol. 65, No. 214, April 1996
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- PublisherSociety for Industrial and Applied Mathematics
- Publication date1987
- ISBN 10 0898715156
- ISBN 13 9780898715156
- BindingPaperback
- LanguageEnglish
- Number of pages415
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Interior-point Polynomial Algorithms in Convex Programming
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Interior-point Polynomial Algorithms in Convex Programming
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Interior-point Polynomial Algorithms in Convex Programming
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Condition: New. In this book, the authors describe the first unified theory of polynomial-time interior-point methods.Inhaltsverzeichnis1. Self-concordant functions and Newton method 2. Path-following interior-point methods 3. Potential Reduction . Seller Inventory # 595134962
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Interior Point Polynomial Algorithms in Convex Programming (Studies in Applied and Numerical Mathematics, Series Number 13)
Published by
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ISBN 13: 9780898715156
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