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High Performance Optimization

by Tamas Terlaky

  • ISBN: 9780792360131
  • ISBN10: 0792360133

High Performance Optimization

by Tamas Terlaky

  • List Price: $329.00
  • Binding: Hardcover
  • Publisher: Kluwer Academic Pub
  • Publish date: 12/01/1999
  • ISBN: 9780792360131
  • ISBN10: 0792360133
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Description: List of Figures. List of Tables. Preface. Contributing Authors. Part I: Theory and Algorithms of Semidefinite Programming; J.F. Sturm. 1. Introduction. 2. Duality. 3. Polynomiality of Path-following Methods. 4. Self-Dual Embedding Technique. 5. Properties of the Central Path. 6. Superlinear Convergence. 7. Central Region Methods. Part II: Linear, Quadratic, Semidefinite Programming and Beyond. 8. An Implementation of the Homogeneous Algorithm; E.D. Andersen, K.D. Andersen. 9. A Simplified Correctness Proof for Interior Point Algorithm; S.A. Vavasis, Y. Ye. 10. New Analysis of Newton Methods for LCP; J. Peng, et al. 11. Numerical Evaluation of SDPA; K. Fujisawa, et al. 12. Robust Modeling of Multi-Stage Portfolio Problems; A. Ben-Tal, et al. 13. An Interior Point SQP Parallel B&B Method. 14. Solving Linear Ordering Problems; J.E. Mitchell, B. Borchers. 15. Finite Element Methods for Solving Parabolic Inverse Problems; Y.L. Keung, J. Zou. 16. Error Bounds For Quadratic Systems; Z.-Q. Luo, J.F. Sturm. 17. Squared Functional Systems and Optimization Problems; Y. Nesterov. 18. Interior Point Methods: Current Status and Future Directions; R.M. Freund, S. Mizuno. Index.
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