Author: K.S. Al-Sultan and K.G. MurtyPublisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
Exterior Point Algorithms For Nearest Points and Convex Quadratic Programs
Author: K.S. Al-Sultan and K.G. MurtyPublisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
Exterior Point Algorithms for Nearest Points and Convez Quadratic Programs
Author: K. S. Al SultanInterior-point Polynomial Algorithms in Convex Programming
Author: Yurii NesterovPublisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414
Book Description
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.
NEAREST POINT PROBLEMS: THEORY AND ALGORITHMS (QUADRATIC PROGRAMMING, OPTIMIZATION).
Author: Khaled S. Al-SultanPublisher:
ISBN:
Category :
Languages : en
Pages : 177
Book Description
Algorithm 1 solves the NPP when ${\bf \Omega}$ is a convex polyhedron characterized by sets of points and directions. It uses an active set strategy, where in each step, it operates with an affine space of only a subset of points and directions.
polynomially bounded ellipsoid algorithms for convex quadratic programming
Author: sung j. chung, katta g. murtyPublisher:
ISBN:
Category :
Languages : en
Pages : 52
Book Description
Interior Point Approach to Linear, Quadratic and Convex Programming
Author: D. den HertogPublisher: Springer Science & Business Media
ISBN: 9401111340
Category : Mathematics
Languages : en
Pages : 214
Book Description
This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of interior point methods, follow the central path, which is an analytic curve defined by the problem. Relatively simple and elegant proofs for polynomiality are given. The theory is illustrated using several explicit examples. Moreover, an overview of other classes of IPMs is given. It is shown that all these methods rely on the same notion as the path-following methods: all these methods use the central path implicitly or explicitly as a reference path to go to the optimum. For specialists in IPMs as well as those seeking an introduction to IPMs. The book is accessible to any mathematician with basic mathematical programming knowledge.
An Introduction to Interior Point Algorithms for Linear and Convex Quadratic Programming
Author: B. JansenA Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bounds
Author: Cornell University. Dept. of Computer SciencePublisher:
ISBN:
Category : Algorithms
Languages : en
Pages : 26
Book Description
Keywords: quadratic programming, interior point methods, simple bounds, box constraints, large sparse minimization.
Encyclopedia of Optimization
Author: Christodoulos A. FloudasPublisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646
Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
A Mathematical View of Interior-point Methods in Convex Optimization
Author: James RenegarPublisher: SIAM
ISBN: 9780898718812
Category : Mathematics
Languages : en
Pages : 124
Book Description
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.