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Aspects of Semidefinite Programming

Name: Aspects of Semidefinite Programming
Brand: Springer-Verlag New York Inc.
SKU: 01423538
Price: 160.89 EUR
Availability: InStock
Author: E. de Klerk
ISBN: 9781441952165

Interior Point Algorithms and Selected Applications

E. de Klerk

Lingua

Inglese

Libro In brossura

Codice Libristo: 01423538

Casa editrice Springer-Verlag New York Inc., dicembre 2010

Semidefinite programming has been described as linear programming for the year 2000. It is an exciti... Descrizione completa

Codice Libristo: 01423538

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160.89 €

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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.