Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications: 65 - Brossura

De Klerk, E. De

 
9781441952165: Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications: 65

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Acknowledgments. List of notation. 1. Introduction. Part I: Theory and Algorithms. 2. Duality, Optimality, and Degeneracy. 3. The Central Path. 4. Self-Dual Embeddings. 5. The Primal Logarithmic Barrier Method. 6. Primal-Dual Affine-Scaling Methods. 7. Primal-Dual Path-Following Methods. 8. Primal-Dual Potential Reduction Methods. Part II: Applications. 9. Convex Quadratic Approximation. 10. The Lovász upsilon-Function. 11. Graph Colouring and the Max-Kappa-Cut Problem. 12. The Stability Number of a Graph. 13. The Satisfiability Problem. Appendices. References. Index.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9781402005473: Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications: 65

Edizione in evidenza

ISBN 10:  1402005474 ISBN 13:  9781402005473
Casa editrice: Kluwer Academic Pub, 2002
Rilegato