
Stock image for illustration purposes only - book cover, edition or condition may vary.
Interior Point Polynomial Algorithms in Convex Programming
Yurii Nesterov
€ 205.51
FREE Delivery in Ireland
Description for Interior Point Polynomial Algorithms in Convex Programming
Paperback.
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.
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:
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:
- The developed theory of polynomial methods covers all approaches known so far.
- Presents detailed descriptions of algorithms for many important classes of nonlinear problems.
Product Details
Format
Paperback
Publication date
1995
Publisher
Society for Industrial & Applied Mathematics,U.S. United States
Number of pages
415
Condition
New
Number of Pages
414
Place of Publication
New York, United States
ISBN
9780898715156
SKU
V9780898715156
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
Reviews for Interior Point Polynomial Algorithms in Convex Programming