Interior-Point Polynomial Algorithms in Convex Programming (Studies in Applied and Numerical Mathematics)

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9780898715156: Interior-Point Polynomial Algorithms in Convex Programming (Studies in Applied and Numerical Mathematics)

Written for specialists working in optimization, mathematical programming, or control theory. The general theory of path-following and potential reduction interior point polynomial time methods, interior point methods, interior point methods for linear and quadratic programming, polynomial time methods for nonlinear convex programming, efficient computation methods for control problems and variational inequalities, and acceleration of path-following methods are covered. In this book, the authors describe the first unified theory of polynomial-time interior-point methods. Their approach provides a simple and elegant framework in which all known polynomial-time interior-point methods can be explained and analyzed; this approach yields polynomial-time interior-point methods for a wide variety of problems beyond the traditional linear and quadratic programs.

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About the Author:

Yurii Nesterov is Senior Research Associate at the Central Economic and Mathematical Institute, Moscow.

Arkadii Nemirovskii is Leading Research Associate at the Central Economic and Mathematical Institute, Moscow.

Review:

"...the single most important contribution to the literature on optimization in the last decade." -- Aharon Ben-Tal, Professor of Operations Research, Technion-Israel Institute of Technology

"This is an outstanding book, a landmark in the study of complexity in mathematical programming...is likely to become a classic" -- M. J. Todd, Cornell University, Mathematics of Computation, Vol. 65, No. 214, April 1996

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YURII NESTEROV , ARKADII NEMIROVSKII
ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro 2006. Paperback. Condizione libro: NEW. 9780898715156 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0484088

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Yurii Nesterov, Arkadii Nemirovskii
Editore: Society for Industrial Applied Mathematics,U.S., United States (1995)
ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro Society for Industrial Applied Mathematics,U.S., United States, 1995. Paperback. Condizione libro: New. Language: English . Brand New Book. Written for specialists working in optimization, mathematical programming, or control theory. The general theory of path-following and potential reduction interior point polynomial time methods, interior point methods, interior point methods for linear and quadratic programming, polynomial time methods for nonlinear convex programming, efficient computation methods for control problems and variational inequalities, and acceleration of path-following methods are covered. The authors describe the first unified theory of polynomial-time interior-point methods. Their approach provides a simple and elegant framework in which all known polynomial-time interior-point methods can be explained and analyzed. This approach yields polynomial-time interior-point methods for a wide variety of problems beyond the traditional linear and quadratic programs. The book contains new and important results in the general theory of convex programming, e.g., their conic problem formulation in which duality theory is completely symmetric.For each algorithm described, the authors carefully derive precise bounds on the computational effort required to solve a given family of problems to a given precision. In several cases they obtain better problem complexity estimates than were previously known. Several of the new algorithms described in this book, e.g., the projective method, have been implemented, tested on real world problems, and found to be extremely efficient in practice. Special Features:* The developed theory of polynomial methods covers all approaches known so far.* Presents detailed descriptions of algorithms for many important classes of nonlinear problems. Codice libro della libreria AAN9780898715156

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Yurii Nesterov, Arkadii Nemirovskii
Editore: Society for Industrial Applied Mathematics,U.S., United States (1995)
ISBN 10: 0898715156 ISBN 13: 9780898715156
Nuovi Paperback Quantità: 1
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Descrizione libro Society for Industrial Applied Mathematics,U.S., United States, 1995. Paperback. Condizione libro: New. Language: English . Brand New Book. Written for specialists working in optimization, mathematical programming, or control theory. The general theory of path-following and potential reduction interior point polynomial time methods, interior point methods, interior point methods for linear and quadratic programming, polynomial time methods for nonlinear convex programming, efficient computation methods for control problems and variational inequalities, and acceleration of path-following methods are covered. The authors describe the first unified theory of polynomial-time interior-point methods. Their approach provides a simple and elegant framework in which all known polynomial-time interior-point methods can be explained and analyzed. This approach yields polynomial-time interior-point methods for a wide variety of problems beyond the traditional linear and quadratic programs. The book contains new and important results in the general theory of convex programming, e.g., their conic problem formulation in which duality theory is completely symmetric.For each algorithm described, the authors carefully derive precise bounds on the computational effort required to solve a given family of problems to a given precision. In several cases they obtain better problem complexity estimates than were previously known. Several of the new algorithms described in this book, e.g., the projective method, have been implemented, tested on real world problems, and found to be extremely efficient in practice. Special Features:* The developed theory of polynomial methods covers all approaches known so far.* Presents detailed descriptions of algorithms for many important classes of nonlinear problems. Codice libro della libreria AAN9780898715156

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Nesterov, Yurii
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ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro Society for Industrial and Applied Mathematics, 1987. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria CE-9780898715156

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Yurii Nesterov, Arkadii Nemirovskii
Editore: Society for Industrial & Applied Mathematics,U.S.
ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro Society for Industrial & Applied Mathematics,U.S. Paperback. Condizione libro: new. BRAND NEW, Interior Point Polynomial Algorithms in Convex Programming, Yurii Nesterov, Arkadii Nemirovskii, Written for specialists working in optimization, mathematical programming, or control theory. The general theory of path-following and potential reduction interior point polynomial time methods, interior point methods, interior point methods for linear and quadratic programming, polynomial time methods for nonlinear convex programming, efficient computation methods for control problems and variational inequalities, and acceleration of path-following methods are covered. In this book, the authors describe the first unified theory of polynomial-time interior-point methods. Their approach provides a simple and elegant framework in which all known polynomial-time interior-point methods can be explained and analyzed; this approach yields polynomial-time interior-point methods for a wide variety of problems beyond the traditional linear and quadratic programs. Codice libro della libreria B9780898715156

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Yurii Nesterov; Arkadii Nemirovskii
Editore: Society for Industrial and Applied Mathematics (1995)
ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro Society for Industrial and Applied Mathematics, 1995. Paperback. Condizione libro: New. book. Codice libro della libreria 0898715156

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Nesterov, Yurii/ Nemirovskii, Arkadii
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ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro Society for Industrial & Applied, 2006. Paperback. Condizione libro: Brand New. 415 pages. 9.50x6.75x1.00 inches. In Stock. Codice libro della libreria __0898715156

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Nesterov, Yurii, Nemirovskii, Arkadii
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ISBN 10: 0898715156 ISBN 13: 9780898715156
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Descrizione libro Society for Industrial and App, 1995. Paperback. Condizione libro: New. Codice libro della libreria P110898715156

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