ENGLISH

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

By Arkadi Nemirovski , Aharon Ben-Tal

Book information

Publisher
Society for Industrial Mathematics
Year
1987
ISBN
0898714915, 9780898714913
Open Library ID
OL8271896M
Language
english
Format
PDF
Filesize
51 MB (53980974 bytes)
Series
MPS-SIAM Series on Optimization
Edition
illustrated edition
Pages
505\505
Topic
Technique
Time added
2011-01-06 10:13:16

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.

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