Lectures on modern convex optimization : analysis, algorithms, and engineering applications /

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Bibliographic Details
Author / Creator:Ben-Tal, A.
Imprint:Philadelphia, PA : Society for Industrial and Applied Mathematics : Mathematical Programming Society, ©2001.
Description:1 online resource (xvi, 488 pages) : illustrations
Language:English
Series:MPS-SIAM series on optimization
MPS-SIAM series on optimization.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12577145
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Other authors / contributors:Nemirovskiĭ, A. S. (Arkadiĭ Semenovich)
Nemirovskiๆi, Arkadiๆi Semenovich.
ISBN:0898714915
9780898714913
9780898718829
0898718821
Notes:Includes index.
Summary: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.
Other form:Print version: Ben-Tal, A. Lectures on modern convex optimization. Philadelphia, PA : Society for Industrial and Applied Mathematics : Mathematical Programming Society, ©2001 0898714915
Publisher's no.:MP02 siam