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High Performance Optimization

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Description

For a long time the techniques of solving linear optimization (LP) problems improved only marginally. Fifteen years ago, however, a revolutionary discovery changed everything. A new `golden age' for optimization started, which is continuing up to the current time. What is the cause of the excitement? Techniques of linear programming formed previously an isolated body of knowledge. Then suddenly a tunnel was built linking it with a rich and promising land, part of which was already cultivated, part of which was completely unexplored. These revolutionary new techniques are now applied to solve conic linear problems. This makes it possible to model and solve large classes of essentially nonlinear optimization problems as efficiently as LP problems. This volume gives an overview of the latest developments of such `High Performance Optimization Techniques'. The first part is a thorough treatment of interior point methods for semidefinite programming problems. The second part reviews today's most exciting research topics and results in the area of convex optimization. Audience: This volume is for graduate students and researchers who are interested in modern optimization techniques.
Release date NZ
November 19th, 2010
Audience
  • Professional & Vocational
Contributors
  • Edited by Hans Frenk
  • Edited by Kees Roos
  • Edited by Shuzhong Zhang
  • Edited by Tamas Terlaky
Edition
Softcover reprint of the original 1st ed. 2000
Illustrations
XXII, 474 p.
Pages
474
Dimensions
170x244x25
ISBN-13
9781441948199
Product ID
8963734

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