Lectures on Modern Convex Optimization : Analysis, Algorithms, and Engineering Applications

Ben-Tal, Aharon; Nemirovskii, Arkadii Semenovich

ISBN 10: 0898714915 ISBN 13: 9780898714913
Edité par Society for Industrial and Applied Mathematics, 1987
Ancien(s) ou d'occasion Couverture souple

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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.

Présentation de l'éditeur: 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.

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Détails bibliographiques

Titre : Lectures on Modern Convex Optimization : ...
Éditeur : Society for Industrial and Applied Mathematics
Date d'édition : 1987
Reliure : Couverture souple
Etat : As New

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