Handbook of Semidefinite Programming

Theory, Algorithms, and Applications

Häftad, Engelska, 2012

Av Henry Wolkowicz, Romesh Saigal, Lieven Vandenberghe

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This tremendous research activity has been prompted by the discovery of important applications in combinatorial optimization and control theory, the development of efficient interior-point algorithms for solving SDP problems, and the depth and elegance of the underlying optimization theory.

Produktinformation

Utgivningsdatum2012-10-17
Mått155 x 235 x 37 mm
Vikt1 025 g
FormatHäftad
SpråkEngelska
SerieInternational Series in Operations Research & Management Science
Antal sidor654
FörlagSpringer-Verlag New York Inc.
ISBN9781461369707

Tillhör följande kategorier

1 Introduction.- I Theory.- 2 Convex Analysis on Symmetric Matrices.- 3 The Geometry of Semidefinite Programming.- 4 Duality and Optimality Conditions.- 5 Self-Dual Embeddings.- 6 Robustness 139.- 7 Error Analysis 163.- II Algorithms.- 8 Symmetric Cones, Potential Reduction Methods.- 9 Potential Reduction and Primal-Dual Methods.- 10 Path-Following Methods.- 11 Bundle Methods and Eigenvalue Functions.- III Applications and Extensions.- 12 Combinatorial Optimization.- 13 Nonconvex Quadratic Optimization.- 14 SDP in Systems and Control Theory.- 15 Structural Design.- 16 Moment Problems and Semidefinite Optimization.- 17 Design of Experiments in Statistics.- 18 Matrix Completion Problems.- 19 Eigenvalue Problems and Nonconvex Minimization.- 20 General Nonlinear Programming.- References.- A-.1 Conclusion and Further Historical Notes.- A-.1.1 Combinatorial Problems.- A-.l.2 Complementarity Problems.- A-.l.3 Complexity, Distance to III-Posedness, and Condition Numbers.- A-.1.4 Cone Programming.- A-.1.5 Eigenvalue Functions.- A-.1.6 Engineering Applications.- A-.1.7 Financial Applications.- A-.1.8 Generalized Convexity.- A-.1.9 Geometry.- A-.l.10 Implementation.- A-.1.11 Matrix Completion Problems.- A-.1.12 Nonlinear and Nonconvex SDPs.- A-.1.13 Nonlinear Programming.- A-.1.14 Quadratic Constrained Quadratic Programs.- A-.1.15 Sensitivity Analysis.- A-. 1.16 Statistics.- A-. 1.17 Books and Related Material.- A-.1.18 Review Articles.- A-.1.19 Computer Packages and Test Problems.- A-.2 Index.