Interior-Point Polynomial Algorithms in Convex Programming

ISBN: 0898715156

Category: Technical

Tag: Science/Engineering


Posted on 2008-12-25. By anonymous.

Description




Interior-Point Polynomial Algorithms in Convex Programming by Yurii Nesterov, Arkadii Nemirovskii
Publisher:Society for Industrial Mathematics | ISBN: 0898715156 | 1995 | PDF | 405 pages | 16 Mb rared


Product Description:

Written for specialists working in optimization, mathematical programming, or control theory. The general theory of path-following and potential reduction interior point polynomial time methods, interior point methods, interior point methods for linear and quadratic programming, polynomial time methods for nonlinear convex programming, efficient computation methods for control problems and variational inequalities, and acceleration of path-following methods are covered. In this book, the authors describe the first unified theory of polynomial-time interior-point methods. Their approach provides a simple and elegant framework in which all known polynomial-time interior-point methods can be explained and analyzed; this approach yields polynomial-time interior-point methods for a wide variety of problems beyond the traditional linear and quadratic programs.

The book contains new and important results in the general theory of convex programming, e.g., their "conic" problem formulation in which duality theory is completely symmetric. For each algorithm described, the authors carefully derive precise bounds on the computational effort required to solve a given family of problems to a given precision. In several cases they obtain better problem complexity estimates than were previously known. Several of the new algorithms described in this book, e.g., the projective method, have been implemented, tested on "real world" problems, and found to be extremely efficient in practice.

Special Features
o the developed theory of polynomial methods covers all approaches known so far
o presents detailed descriptions of algorithms for many important classes of nonlinear problems

Audience
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.






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It certainly is an old one but darn it is good!

Great post though the book is a bit too technical so not that much accessible for undergrads but without any hesitation, a great reference for grads and researchers. thanks for such a nice and precious share! (My precious ;)




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