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Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications (MPS-SIAM Series on Optimization) PDF

505 Pages·2001·22.369 MB·English
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by Aharon Ben-Tal, Arkadi Nemirovski| 2001| 505 pages| 22.369| English

About Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications (MPS-SIAM Series on Optimization)

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Detailed Information

Author:Aharon Ben-Tal, Arkadi Nemirovski
Publication Year:2001
ISBN:898714915
Pages:505
Language:English
File Size:22.369
Format:PDF
Price:FREE
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