Peng, Jiming.
Self-regularity : a new paradigm for primal-dual interior-point algorithms / Jiming Peng, Cornelis Roos, and Tam�as Terlaky. - Princeton, N.J. ; Oxford : Princeton University Press, �2002. - 1 online resource (xiii, 185 pages) : illustrations - Princeton series in applied mathematics . - Princeton series in applied mathematics. .
Includes bibliographical references (pages 175-181) and index.
Preface; Acknowledgements; Notation; List of Abbreviations; Chapter 1. Introduction and Preliminaries; Chapter 2. Self-Regular Functions and Their Properties; Chapter 3. Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities; Chapter 4. Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities; Chapter 5. Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities; Chapter 6. Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities.
Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity.
In English.
9781400825134 140082513X 1400814529 9781400814527 9780691091938 0691091935 9780691091921 0691091927
10.1515/9781400825134 doi
22573/cttxd2m JSTOR 9452375 IEEE
GBA2Z3403 bnb
Mathematical optimization.
Interior-point methods.
Programming (Mathematics)
Optimisation math�ematique.
M�ethodes de points int�erieurs.
Programmation (Math�ematiques)
MATHEMATICS--Optimization.
MATHEMATICS--Applied.
Interior-point methods.
Mathematical optimization.
Programming (Mathematics)
Controleleer.
Zelfregulering.
Algoritmen.
Mathematische programmering.
Electronic books.
QA402.5 / .P4185 2002eb
519.6
Self-regularity : a new paradigm for primal-dual interior-point algorithms / Jiming Peng, Cornelis Roos, and Tam�as Terlaky. - Princeton, N.J. ; Oxford : Princeton University Press, �2002. - 1 online resource (xiii, 185 pages) : illustrations - Princeton series in applied mathematics . - Princeton series in applied mathematics. .
Includes bibliographical references (pages 175-181) and index.
Preface; Acknowledgements; Notation; List of Abbreviations; Chapter 1. Introduction and Preliminaries; Chapter 2. Self-Regular Functions and Their Properties; Chapter 3. Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities; Chapter 4. Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities; Chapter 5. Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities; Chapter 6. Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities.
Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity.
In English.
9781400825134 140082513X 1400814529 9781400814527 9780691091938 0691091935 9780691091921 0691091927
10.1515/9781400825134 doi
22573/cttxd2m JSTOR 9452375 IEEE
GBA2Z3403 bnb
Mathematical optimization.
Interior-point methods.
Programming (Mathematics)
Optimisation math�ematique.
M�ethodes de points int�erieurs.
Programmation (Math�ematiques)
MATHEMATICS--Optimization.
MATHEMATICS--Applied.
Interior-point methods.
Mathematical optimization.
Programming (Mathematics)
Controleleer.
Zelfregulering.
Algoritmen.
Mathematische programmering.
Electronic books.
QA402.5 / .P4185 2002eb
519.6