Aspects of Semidefinite Programming
Interior Point Algorithms and Selected Applications
Published on 10. December 2010
Book
Paperback/Softback
XVI, 288 pages
978-1-4419-5216-5 (ISBN)
Description
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.
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.
More details
Series
Edition
Softcover reprint of the original 1st ed. 2002
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Research
Illustrations
XVI, 288 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 17 mm
Weight
470 gr
ISBN-13
978-1-4419-5216-5 (9781441952165)
DOI
10.1007/b105286
Schweitzer Classification
Other editions
Additional editions
Book
03/2002
Kluwer Academic Publishers
€160.49
Shipment within 15-20 days
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.