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High Performance Optimization
Taschenbuch von Hans Frenk (u. a.)
Sprache: Englisch

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Beschreibung
For a long time the techniques of solving linear optimization (LP) problems improved only marginally. Fifteen years ago, however, a revolutionary discovery changed everything. A new `golden age' for optimization started, which is continuing up to the current time. What is the cause of the excitement? Techniques of linear programming formed previously an isolated body of knowledge. Then suddenly a tunnel was built linking it with a rich and promising land, part of which was already cultivated, part of which was completely unexplored. These revolutionary new techniques are now applied to solve conic linear problems. This makes it possible to model and solve large classes of essentially nonlinear optimization problems as efficiently as LP problems. This volume gives an overview of the latest developments of such `High Performance Optimization Techniques'. The first part is a thorough treatment of interior point methods for semidefinite programming problems. The second part reviews today's most exciting research topics and results in the area of convex optimization.
Audience: This volume is for graduate students and researchers who are interested in modern optimization techniques.
For a long time the techniques of solving linear optimization (LP) problems improved only marginally. Fifteen years ago, however, a revolutionary discovery changed everything. A new `golden age' for optimization started, which is continuing up to the current time. What is the cause of the excitement? Techniques of linear programming formed previously an isolated body of knowledge. Then suddenly a tunnel was built linking it with a rich and promising land, part of which was already cultivated, part of which was completely unexplored. These revolutionary new techniques are now applied to solve conic linear problems. This makes it possible to model and solve large classes of essentially nonlinear optimization problems as efficiently as LP problems. This volume gives an overview of the latest developments of such `High Performance Optimization Techniques'. The first part is a thorough treatment of interior point methods for semidefinite programming problems. The second part reviews today's most exciting research topics and results in the area of convex optimization.
Audience: This volume is for graduate students and researchers who are interested in modern optimization techniques.
Inhaltsverzeichnis
List of Figures. List of Tables. Preface. Contributing Authors. Part I: Theory and Algorithms of Semidefinite Programming; J.F. Sturm. 1. Introduction. 2. Duality. 3. Polynomiality of Path-following Methods. 4. Self-Dual Embedding Technique. 5. Properties of the Central Path. 6. Superlinear Convergence. 7. Central Region Methods. Part II: Linear, Quadratic, Semidefinite Programming and Beyond. 8. An Implementation of the Homogeneous Algorithm; E.D. Andersen, K.D. Andersen. 9. A Simplified Correctness Proof for Interior Point Algorithm; S.A. Vavasis, Y. Ye. 10. New Analysis of Newton Methods for LCP; J. Peng, et al. 11. Numerical Evaluation of SDPA; K. Fujisawa, et al. 12. Robust Modeling of Multi-Stage Portfolio Problems; A. Ben-Tal, et al. 13. An Interior Point SQP Parallel B&B Method. 14. Solving Linear Ordering Problems; J.E. Mitchell, B. Borchers. 15. Finite Element Methods for Solving Parabolic Inverse Problems; Y.L. Keung, J. Zou. 16. Error Bounds For Quadratic Systems; Z.-Q. Luo, J.F. Sturm. 17. Squared Functional Systems and Optimization Problems; Y. Nesterov. 18. Interior Point Methods: Current Status and Future Directions; R.M. Freund, S. Mizuno. Index.
Details
Erscheinungsjahr: 2010
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Applied Optimization
Inhalt: xxii
474 S.
ISBN-13: 9781441948199
ISBN-10: 1441948198
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Redaktion: Frenk, Hans
Zhang, Shuzhong
Terlaky, Tamás
Roos, Kees
Herausgeber: Hans Frenk/Kees Roos/Tamás Terlaky et al
Auflage: Softcover reprint of the original 1st ed. 2000
Hersteller: Springer US
Springer US, New York, N.Y.
Applied Optimization
Maße: 244 x 170 x 27 mm
Von/Mit: Hans Frenk (u. a.)
Erscheinungsdatum: 19.11.2010
Gewicht: 0,854 kg
Artikel-ID: 107252144
Inhaltsverzeichnis
List of Figures. List of Tables. Preface. Contributing Authors. Part I: Theory and Algorithms of Semidefinite Programming; J.F. Sturm. 1. Introduction. 2. Duality. 3. Polynomiality of Path-following Methods. 4. Self-Dual Embedding Technique. 5. Properties of the Central Path. 6. Superlinear Convergence. 7. Central Region Methods. Part II: Linear, Quadratic, Semidefinite Programming and Beyond. 8. An Implementation of the Homogeneous Algorithm; E.D. Andersen, K.D. Andersen. 9. A Simplified Correctness Proof for Interior Point Algorithm; S.A. Vavasis, Y. Ye. 10. New Analysis of Newton Methods for LCP; J. Peng, et al. 11. Numerical Evaluation of SDPA; K. Fujisawa, et al. 12. Robust Modeling of Multi-Stage Portfolio Problems; A. Ben-Tal, et al. 13. An Interior Point SQP Parallel B&B Method. 14. Solving Linear Ordering Problems; J.E. Mitchell, B. Borchers. 15. Finite Element Methods for Solving Parabolic Inverse Problems; Y.L. Keung, J. Zou. 16. Error Bounds For Quadratic Systems; Z.-Q. Luo, J.F. Sturm. 17. Squared Functional Systems and Optimization Problems; Y. Nesterov. 18. Interior Point Methods: Current Status and Future Directions; R.M. Freund, S. Mizuno. Index.
Details
Erscheinungsjahr: 2010
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Applied Optimization
Inhalt: xxii
474 S.
ISBN-13: 9781441948199
ISBN-10: 1441948198
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Redaktion: Frenk, Hans
Zhang, Shuzhong
Terlaky, Tamás
Roos, Kees
Herausgeber: Hans Frenk/Kees Roos/Tamás Terlaky et al
Auflage: Softcover reprint of the original 1st ed. 2000
Hersteller: Springer US
Springer US, New York, N.Y.
Applied Optimization
Maße: 244 x 170 x 27 mm
Von/Mit: Hans Frenk (u. a.)
Erscheinungsdatum: 19.11.2010
Gewicht: 0,854 kg
Artikel-ID: 107252144
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