A Mathematical View Of Interior-point Methods In Convex Optimization (mps-siam Series On Optimization)
by James Renegar /
1987 / English / PDF
12.3 MB Download
This compact book, through the simplifying perspective it presents,
will take a reader who knows little of interior-point methods to
within sight of the research frontier, developing key ideas that
were over a decade in the making by numerous interior-point method
researchers. It aims at developing a thorough understanding of the
most general theory for interior-point methods, a class of
algorithms for convex optimization problems. The study of these
algorithms has dominated the continuous optimization literature for
nearly 15 years. In that time, the theory has matured tremendously,
but much of the literature is difficult to understand, even for
specialists. By focusing only on essential elements of the theory
and emphasizing the underlying geometry, A Mathematical View of
Interior-Point Methods in Convex Optimization makes the theory
accessible to a wide audience, allowing them to quickly develop a
fundamental understanding of the material.
This compact book, through the simplifying perspective it presents,
will take a reader who knows little of interior-point methods to
within sight of the research frontier, developing key ideas that
were over a decade in the making by numerous interior-point method
researchers. It aims at developing a thorough understanding of the
most general theory for interior-point methods, a class of
algorithms for convex optimization problems. The study of these
algorithms has dominated the continuous optimization literature for
nearly 15 years. In that time, the theory has matured tremendously,
but much of the literature is difficult to understand, even for
specialists. By focusing only on essential elements of the theory
and emphasizing the underlying geometry, A Mathematical View of
Interior-Point Methods in Convex Optimization makes the theory
accessible to a wide audience, allowing them to quickly develop a
fundamental understanding of the material.
