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Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms
Jiming Peng
€ 132.39
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Description for Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms
Paperback. Presents a framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. This book deals with linear optimization, nonlinear complementarity problems, semidefinite optimization, and second-order conic optimization problems. Series: Princeton Series in Applied Mathematics. Num Pages: 208 pages, 1, black & white illustrations. BIC Classification: PBU; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 11. Weight in Grams: 28.
Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity problems, semidefinite optimization, and second-order conic optimization problems. The framework also ... Read more
Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity problems, semidefinite optimization, and second-order conic optimization problems. The framework also ... Read more
Product Details
Format
Paperback
Publication date
2002
Publisher
Princeton University Press United States
Number of pages
208
Condition
New
Series
Princeton Series in Applied Mathematics
Number of Pages
208
Place of Publication
New Jersey, United States
ISBN
9780691091938
SKU
V9780691091938
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Jiming Peng
Jiming Peng is Professor of Mathematics at McMaster University and has published widely on nonlinear programming and interior-points methods. Cornelis Roos holds joint professorships at Delft University of Technology and Leiden University. He is an editor of several journals, coauthor of more than 100 papers, and coauthor (with Tamas Terlaky and Jean-Philippe Vial) of "Theory and Algorithms for Linear Optimization". ... Read more
Reviews for Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms
"The new idea of self-regular functions is very elegant and I am sure that this book will have a major impact on the field of optimization."—Robert Vanderbei, Princeton University "The progress outlined in Self-Regularity represents one of the really major events in our field during the last five years or so. This book requires just standard mathematical background on the ... Read more