Introductory Lectures on Convex Optimization: A Basic Course
Saved in:
Bibliographic Details
Main Author: Nesterov, Yurii (Author)
Format: Electronic eBook
Language:English
Published: Boston, MA Springer US 2004
Series:Applied Optimization 87
Subjects:
Online Access:Volltext
Item Description:It was in the middle of the 1980s, when the seminal paper by Karmarkar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear optimization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical prediction of its high efficiency was supported by excellent computational results. This unusual fact dramatically changed the style and directions of the research in nonlinear optimization. Thereafter it became more and more common that the new methods were provided with a complexity analysis, which was considered a better justification of their efficiency than computational experiments. In a new rapidly developing field, which got the name "polynomial-time interior-point methods", such a justification was obligatory. After almost fifteen years of intensive research, the main results of this development started to appear in monographs [12, 14, 16, 17, 18, 19]. Approximately at that time the author was asked to prepare a new course on nonlinear optimization for graduate students. The idea was to create a course which would reflect the new developments in the field. Actually, this was a major challenge. At the time only the theory of interior-point methods for linear optimization was polished enough to be explained to students. The general theory of self-concordant functions had appeared in print only once in the form of research monograph [12]
Physical Description:1 Online-Ressource (XVIII, 236 p)
ISBN:9781441988539
9781461346913
ISSN:1384-6485
DOI:10.1007/978-1-4419-8853-9

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text