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Self-Regularity - Cornelis Roos, Jiming Peng, Tamás Terlaky
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Cornelis Roos, Jiming Peng, Tamás Terlaky:
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1, ISBN: 9781400825134

ID: 104239781400825134

Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. 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 th Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. 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 neighborhood of the central path until an approximate solution to the problem is found. By extensively exploring some intriguing properties of self-regular functions, the authors establish that the complexity of large-update IPMs can come arbitrarily close to the best known iteration bounds of IPMs. Researchers and postgraduate students in all areas of linear and nonlinear optimization will find this book an important and invaluable aid to their work. Applied, Mathematics, Self-Regularity~~ Cornelis Roos, Jiming Peng, Tamás Terlaky~~Applied~~Mathematics~~9781400825134, en, Self-Regularity, Cornelis Roos, Jiming Peng, Tamás Terlaky, 9781400825134, Princeton University Press, 01/10/2009, , , , Princeton University Press, 01/10/2009

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Self-Regularity - Jiming Peng#Cornelis Roos#Tamas Terlaky
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Jiming Peng#Cornelis Roos#Tamas Terlaky:
Self-Regularity - new book

ISBN: 9781400825134

ID: 125946057

Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. 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 neighborhood of the central path until an approximate solution to the problem is found. By extensively exploring some intriguing properties of self-regular functions, the authors establish that the complexity of large-update IPMs can come arbitrarily close to the best known iteration bounds of IPMs. Researchers and postgraduate students in all areas of linear and nonlinear optimization will find this book an important and invaluable aid to their work. A New Paradigm for Primal-Dual Interior-Point Algorithms eBook eBooks>Fremdsprachige eBooks>Englische eBooks>Sach- & Fachthemen>Mathematik, Princeton University Press

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Self-Regularity als eBook Download von Jiming Peng, Cornelis Roos, Tamas Terlaky - Jiming Peng, Cornelis Roos, Tamas Terlaky
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Jiming Peng, Cornelis Roos, Tamas Terlaky:
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Self-Regularity:A New Paradigm for Primal-Dual Interior-Point Algorithms Jiming Peng, Cornelis Roos, Tamas Terlaky Self-Regularity:A New Paradigm for Primal-Dual Interior-Point Algorithms Jiming Peng, Cornelis Roos, Tamas Terlaky eBooks > Belletristik > Erzählungen, Princeton University Press

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Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms - Jiming Peng
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Jiming Peng:
Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms - new book

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Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms Self-Regularity~~Jiming-Peng Science>Mathematics>Mathematics NOOK Book (eBook), Princeton University Press

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Tamas Terlaky;Jiming Peng;Cornelis Roos: Self-Regularity
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Tamas Terlaky;Jiming Peng;Cornelis Roos: Self-Regularity - new book

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A New Paradigm for Primal-Dual Interior-Point Algorithms A New Paradigm for Primal-Dual Interior-Point Algorithms eBooks > Belletristik > Erzählungen

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