Interior-Point Polynomial Algorithms in Convex Programming

Nemirovskii Arkadii Nesterov Yurii

ISBN 10: 0898715156 / ISBN 13: 9780898715156

Editore: Society for Industrial & Applied Mathematics, 1987

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Codice articolo 184451734

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Titolo: Interior-Point Polynomial Algorithms in ...

Casa editrice: Society for Industrial & Applied Mathematics

Data di pubblicazione: 1987

Legatura: Brossura

Condizione: New

Descrizione articolo

Riassunto:

In this book, the authors describe the first unified theory of polynomial-time interior-point methods.

Contenuti:

1. Self-concordant functions and Newton method; 2. Path-following interior-point methods; 3. Potential Reduction interior-point methods; 4. How to construct self- concordant barriers; 5. Applications in convex optimization; 6.Variational inequalities with monotone operators; 7. Acceleration for linear and linearly constrained quadratic problems; Bibliography; Appendix 1; Appendix 2.