Interior-point polynomial algorithms in convex programming:
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Bibliographic Details
Main Author: Nesterov, Jurij (Author)
Format: Electronic eBook
Language:English
Published: Philadelphia, Pa. Society for Industrial and Applied Mathematics 1994
Series:SIAM studies in applied mathematics 13
Subjects:
Online Access:TUM01
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Item Description:Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
Includes bibliographical references (s. 387-402) and index
Chapter 1: Self-concordant functions and Newton method -- Chapter 2: Path-following interior-point methods -- Chapter 3: Potential reduction interior-point methods -- Chapter 4: How to construct self- concordant barriers -- Chapter 5: Applications in convex optimization -- Chapter 6: Variational inequalities with monotone operators -- Chapter 7: Acceleration for linear and linearly constrained quadratic problems -- Bibliography -- Appendix 1 -- Appendix 2
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice
Physical Description:1 Online-Ressource (ix, 405 Seiten)
ISBN:0898715156
9780898715156
DOI:10.1137/1.9781611970791

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