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A Mathematical View of Interior-Point Methods in Convex Optimization

A Mathematical View of Interior-Point Methods in Convex Optimization

£46.99

Part of MPS-SIAM Series on Optimization

  • Date Published: October 2001
  • availability: Available in limited markets only
  • format: Paperback
  • isbn: 9780898715026

£ 46.99
Paperback

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  • This compact book, through the simplifying perspective it presents, will take a reader who knows little of interior-point methods to within sight of the research frontier, developing key ideas that were over a decade in the making by numerous interior-point method researchers. It aims at developing a thorough understanding of the most general theory for interior-point methods, a class of algorithms for convex optimization problems. The study of these algorithms has dominated the continuous optimization literature for nearly 15 years. In that time, the theory has matured tremendously, but much of the literature is difficult to understand, even for specialists. By focusing only on essential elements of the theory and emphasizing the underlying geometry, A Mathematical View of Interior-Point Methods in Convex Optimization makes the theory accessible to a wide audience, allowing them to quickly develop a fundamental understanding of the material.

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    Product details

    • Date Published: October 2001
    • format: Paperback
    • isbn: 9780898715026
    • length: 125 pages
    • dimensions: 253 x 177 x 18 mm
    • weight: 0.243kg
    • availability: Available in limited markets only
  • Table of Contents

    Preface
    1. Preliminaries
    2. Basic Interior-Point Method Theory
    3. Conic Programming and Duality
    Bibliography
    Index.

  • Author

    James Renegar, Cornell University, New York

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