Aspects of Semidefinite Programming - E. de Klerk

Aspects of Semidefinite Programming

Interior Point Algorithms and Selected Applications

(Autor)

Buch | Hardcover
288 Seiten
2002 | 2002 ed.
Springer-Verlag New York Inc.
978-1-4020-0547-3 (ISBN)
160,49 inkl. MwSt
Semidefinite programming has been described as linear programming for the year 2000. 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.
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.

Theory and Algorithms.- Duality, Optimality, and Degeneracy.- The Central Path.- Self-Dual Embeddings.- The Primal Logarithmic Barrier Method.- Primal-Dual Affine-Scaling Methods.- Primal-Dual Path-Following Methods.- Primal-Dual Potential Reduction Methods.- Selected Applications.- Convex Quadratic Approximation.- The Lovász ?-Function.- Graph Coulouring and the Max-K-Cut Problem.- The Stability Number of a Graph and Standard Quadratic Optimization.- The Satisfiability Problem.

Reihe/Serie Applied Optimization ; 65
Zusatzinfo XVI, 288 p.
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Informatik Software Entwicklung
Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Finanz- / Wirtschaftsmathematik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 1-4020-0547-4 / 1402005474
ISBN-13 978-1-4020-0547-3 / 9781402005473
Zustand Neuware
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