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Jiming Peng Cornelis Roos Tamás Terlaky Self-Regularit
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eBay item number:115922694460
Item specifics
- Condition
- Book Title
- Self-Regularity
- Title
- Self-Regularity
- Subtitle
- A New Paradigm for Primal-Dual Interior-Point Algorithms
- ISBN-10
- 0691091935
- EAN
- 9780691091938
- ISBN
- 9780691091938
- Release Year
- 2002
- Release Date
- 27/10/2002
- Country/Region of Manufacture
- US
- Item Length
- 152mm
- Genre
- Science Nature & Math
- Series
- Princeton Series in Applied Mathematics
- Publication Year
- 2002
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Self-Regularity: a New Paradigm for Primal-Dual Interior-Point Algorithms
- Item Height
- 235mm
- Publisher
- Princeton University Press
- Item Width
- 152mm
- Subject
- Mathematics
- Item Weight
- 28g
- Number of Pages
- 208 Pages
About this product
Product Information
Research on interior-point methods (IPMs) has dominated the field of mathematical programming since the 1980s. 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 problems, semidefinite optimization and second-order conic optimization problems. The framework also covers large classes of linear complementarity problems and convex optimization. The algorithm considered can be interpreted as a path-following method or a potential reduction method. Starting from a primal-dual strictly feasible point, the algorithm chooses a search direction defined by some Newton-type system derived from the self-regular proximity. The iterate is then updated, with the iterates staying in a certain neighbourhood of the central path until an approximate solution to the problem is f
Product Identifiers
Publisher
Princeton University Press
ISBN-13
9780691091938
eBay Product ID (ePID)
96558476
Product Key Features
Publication Name
Self-Regularity: a New Paradigm for Primal-Dual Interior-Point Algorithms
Format
Paperback
Language
English
Subject
Mathematics
Publication Year
2002
Type
Textbook
Number of Pages
208 Pages
Dimensions
Item Height
235mm
Item Width
152mm
Item Weight
28g
Additional Product Features
Series Title
Princeton Series in Applied Mathematics
Country/Region of Manufacture
United States
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