Aspects of Semidefinite Programming

Interior Point Algorithms and Selected Applications

Paperback Engels 2010 9781441952165
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9781441952165
Taal:Engels
Bindwijze:paperback
Aantal pagina's:288
Uitgever:Springer US
Druk:0

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

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.

Managementboek Top 100

Rubrieken

    Personen

      Trefwoorden

        Aspects of Semidefinite Programming