Format:
Online-Ressource
,
v.: digital
ISBN:
9780306478192
Series Statement:
Applied Optimization 65
Content:
Theory and Algorithms -- Duality, Optimality, and Degeneracy -- The Central Path -- Self-Dual Embeddings -- The Primal Logarithmic Barrier Method -- Primal-Dual Affine-Scaling Methods -- Primal-Dual Path-Following Methods -- Primal-Dual Potential Reduction Methods -- Selected Applications -- Convex Quadratic Approximation -- The Lovász ?-Function -- Graph Coulouring and the Max-K-Cut Problem -- The Stability Number of a Graph and Standard Quadratic Optimization -- The Satisfiability Problem.
Content:
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.
Note:
In: Springer-Online
,
""Preliminaries""; ""Contents""; ""Acknowledgments""; ""Foreword""; ""List of Notation""; ""1. INTRODUCTION""; ""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""; ""9. CONVEX QUADRATIC APPROXIMATION""; ""10. THE LOVASZ - FUCTION""; ""11. GRAPH COLOURING AND THE MAX-K-CUT PROBLEM""; ""12. THE STABILITY NUMBER OF A GRAPH""; ""13. THE SATISFIABILITY PROBLEM""
,
""Appendix A - Properties of positive (semi)definite matrices""""Appendix B - Background material on convex optimization""; ""Appendix C - The function log det(X)""; ""Appendix D - Real analytic functions""; ""Appendix E - The (symmetric) Kronecker product""; ""Appendix F - Search directions for the embedding problem""; ""Appendix G - Regularized duals""; ""References""; ""Index""
Additional Edition:
ISBN 9781402005473
Additional Edition:
Buchausg. u.d.T. Klerk, Etienne de Aspects of semidefinite programming Dordrecht [u.a.] : Kluwer Acad. Publ., 2002 ISBN 1402005474
Additional Edition:
ISBN 1402005474
Language:
English
Keywords:
Semidefinite Optimierung
;
Semidefinite Optimierung
URL:
Volltext
(lizenzpflichtig)
Bookmarklink
