Lectures on Modern Convex Optimization

Ben-Tal A Nemirovski Arkadi Ben-Tal Aharon

ISBN 10: 0898714915 / ISBN 13: 9780898714913

Published by Society for Industrial & Applied Mathematics, 1987

About this Item

pp. xvi + 488. Seller Inventory # 181991629

Bibliographic Details

Title: Lectures on Modern Convex Optimization

Publisher: Society for Industrial & Applied Mathematics

Publication Date: 1987

Binding: Soft cover

Condition: New

About this title

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 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).