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High Performance Optimization : Applied Optimization - Hans Frenk

High Performance Optimization

Applied Optimization

By: Hans Frenk (Editor), Kees Roos (Editor), Tamas Terlaky (Editor), Shuzhong Zhang (Editor)

Hardcover Published: November 1999
ISBN: 9780792360131
Number Of Pages: 474

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For a long time the techniques of solving linear optimization (LP) problems improved only marginally. Fifteen years ago, however, a revolutionary discovery changed everything. A new 'golden age' for optimization started, which is continuing up to the current time. What is the cause of the excitement? Techniques of linear programming formed previously an isolated body of knowledge. Then suddenly a tunnel was built linking it with a rich and promising land, part of which was already cultivated, part of which was completely unexplored. These revolutionary new techniques are now applied to solve conic linear problems. This makes it possible to model and solve large classes of essentially nonlinear optimization problems as efficiently as LP problems. This volume gives an overview of the latest developments of such 'High Performance Optimization Techniques'. The first part is a thorough treatment of interior point methods for semidefinite programming problems. The second part reviews today's most exciting research topics and results in the area of convex optimization. Audience: This volume is for graduate students and researchers who are interested in modern optimization techniques.

List of Figures
List of Tables
Preface
Contributing Authors
Theory and Algorithms of Semidefinite Programming
Introductionp. 3
Dualityp. 21
Polynomiality of Path-following Methodsp. 61
Self-Dual Embedding Techniquep. 93
Properties of the Central Pathp. 129
Superlinear Convergencep. 143
Central Region Methodp. 157
Linear, Quadratic, Semidefinite Programming and Beyond
An Implementation of the Homogeneous Algorithmp. 197
A Simplified Correctness Proof for Interior Point Algorithmp. 233
New Analysis of Newton Methods for LCPp. 245
Numerical Evaluation of SDPAp. 267
Robust Modeling of Multi-Stage Portfolio Problemsp. 303
An Interior Point SQP Parallel BandB Methodp. 329
Solving Linear Ordering Problemsp. 349
Finite Element Methods for Solving Parabolic Inverse Problemsp. 367
Error Bounds For Quadratic Systemsp. 383
Squared Functional Systems and Optimization Problemsp. 405
Interior Point Methods: Current Status and Future Directionsp. 441
Indexp. 467
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792360131
ISBN-10: 0792360133
Series: Applied Optimization
Audience: General
Format: Hardcover
Language: English
Number Of Pages: 474
Published: November 1999
Publisher: SPRINGER VERLAG GMBH
Country of Publication: NL
Dimensions (cm): 23.39 x 15.6  x 2.69
Weight (kg): 0.88

Earn 746 Qantas Points
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