A mathematical view of interior-point methods in convex optimization /

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Bibliographic Details
Author / Creator:Renegar, James, 1955-
Imprint:Philadelphia, PA : Society for Industrial and Applied Mathematics : Mathematical Programming Society, 2001.
Description:vii, 117 pages ; 26 cm
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/12577227
Hidden Bibliographic Details
ISBN:0898715024
9780898715026
9780898718812
0898718813
Notes:Includes bibliographical references (pages 115-116) and index.
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Also available in print version.
English.
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: Renegar, James, 1955- Mathematical view of interior-point methods in convex optimization. Philadelphia, PA : Society for Industrial and Applied Mathematics : Mathematical Programming Society, 2001 0898715024
Standard no.:MP03
Publisher's no.:MP03 siam