ENGLISH

Aspects of Semidefinite Programming. Interior Point Algorithms and Selected Applications

By E. de Klerk

Book information

Publisher
Springer
Year
2010
ISBN
9781441952165, 1441952160
Language
english
Format
PDF
Filesize
11 MB (11322795 bytes)
Series
Applied Optimization
Edition
1st Edition.
Pages
286\286
Library
kolxoz
Time added
2010-02-18 13:16:04

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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