ENGLISH

Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications

By Etienne de Klerk (auth.)

Book information

Publisher
Springer US
Year
2004
ISBN
9781402005473, 1402005474
DOI
10.1007/b105286
LCC
T57.74 .K59 2002
Open Library ID
OL21801635M
Language
english
Format
DJVU
Filesize
2 MB (1882538 bytes)
Series
Applied Optimization 65
Edition
1
Pages
288\300
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11
Optimization; Algorithms; Theory of Computation; C

Description

Semidefinite programming has been described as linear programming for the year 2000. It is an exciting new branch of mathematical programming, due to important applications in control theory, combinatorial optimization and other fields. Moreover, the successful interior point algorithms for linear programming can be extended to semidefinite programming. In this monograph the basic theory of interior point algorithms is explained. This includes the latest results on the properties of the central path as well as the analysis of the most important classes of algorithms. Several "classic" applications of semidefinite programming are also described in detail. These include the Lovász theta function and the MAX-CUT approximation algorithm by Goemans and Williamson. Audience: Researchers or graduate students in optimization or related fields, who wish to learn more about the theory and applications of semidefinite programming.

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