Description |
1 online resource (xiii, 185 pages) : illustrations |
Series |
Princeton series in applied mathematics |
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Princeton series in applied mathematics.
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Contents |
Preface; Acknowledgements; Notation; List of Abbreviations; Chapter 1. Introduction and Preliminaries; Chapter 2. Self-Regular Functions and Their Properties; Chapter 3. Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities; Chapter 4. Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities; Chapter 5. Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities; Chapter 6. Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities |
Summary |
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 |
Bibliography |
Includes bibliographical references (pages 175-181) and index |
Notes |
In English |
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Print version record |
Subject |
Mathematical optimization.
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Interior-point methods.
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Programming (Mathematics)
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MATHEMATICS -- Optimization.
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MATHEMATICS -- Applied.
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Interior-point methods
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Mathematical optimization
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Programming (Mathematics)
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Controleleer.
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Zelfregulering.
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Algoritmen.
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Mathematische programmering.
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Form |
Electronic book
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Author |
Roos, Cornelis, 1941-
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Terlaky, Tamás.
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ISBN |
9781400825134 |
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140082513X |
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1400814529 |
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9781400814527 |
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9780691091938 |
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0691091935 |
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9780691091921 |
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0691091927 |
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