Title: A Mathematical View of Interior-Point Methods in Convex Optimization: Series Number 3 (MPS-SIAM Series on Optimization, Series Number 3)
Publisher: Society for Industrial and Applied Mathematics
Publication Date: 1987
Language: English
ISBN 10: 0898715024
ISBN 13: 9780898715026
Binding: Soft cover
Condition: New

About this title

Synopsis

This compact book, through the simplifying perspective it presents, will take a reader who knows little of interior-point methods to within sight of the research frontier, developing key ideas that were over a decade in the making by numerous interior-point method researchers. It aims at developing a thorough understanding of the most general theory for interior-point methods, a class of algorithms for convex optimization problems. The study of these algorithms has dominated the continuous optimization literature for nearly 15 years. In that time, the theory has matured tremendously, but much of the literature is difficult to understand, even for specialists. By focusing only on essential elements of the theory and emphasizing the underlying geometry, A Mathematical View of Interior-Point Methods in Convex Optimization makes the theory accessible to a wide audience, allowing them to quickly develop a fundamental understanding of the material.

About the Author

James Renegar is a Professor in the Department of Operations Research and Industrial Engineering at Cornell University in Ithaca, New York.

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