Interior-point Polynomial Algorithms in Convex Programming
Author | : Yurii Nesterov |
Publisher | : SIAM |
Total Pages | : 414 |
Release | : 1994-01-01 |
ISBN-10 | : 1611970792 |
ISBN-13 | : 9781611970791 |
Rating | : 4/5 (92 Downloads) |
Book excerpt: Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.