An Interior Newton Method For Quadratic Programming

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Interior Point Approach to Linear, Quadratic and Convex Programming

Author : D. den Hertog
Publisher : Springer Science & Business Media
ISBN 13 : 9401111340
Total Pages : 214 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Interior Point Approach to Linear, Quadratic and Convex Programming by : D. den Hertog

Download or read book Interior Point Approach to Linear, Quadratic and Convex Programming written by D. den Hertog and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of interior point methods, follow the central path, which is an analytic curve defined by the problem. Relatively simple and elegant proofs for polynomiality are given. The theory is illustrated using several explicit examples. Moreover, an overview of other classes of IPMs is given. It is shown that all these methods rely on the same notion as the path-following methods: all these methods use the central path implicitly or explicitly as a reference path to go to the optimum. For specialists in IPMs as well as those seeking an introduction to IPMs. The book is accessible to any mathematician with basic mathematical programming knowledge.

Interior-point Polynomial Algorithms in Convex Programming

Author : Yurii Nesterov
Publisher : SIAM
ISBN 13 : 9781611970791
Total Pages : 414 pages
Book Rating : 4.9/5 (77 download)

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Book Synopsis Interior-point Polynomial Algorithms in Convex Programming by : Yurii Nesterov

Download or read book Interior-point Polynomial Algorithms in Convex Programming written by Yurii Nesterov and published by SIAM. This book was released on 1994-01-01 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.

Primal-dual Interior-Point Methods

Author : Stephen J. Wright
Publisher : SIAM
ISBN 13 : 9781611971453
Total Pages : 309 pages
Book Rating : 4.9/5 (714 download)

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Book Synopsis Primal-dual Interior-Point Methods by : Stephen J. Wright

Download or read book Primal-dual Interior-Point Methods written by Stephen J. Wright and published by SIAM. This book was released on 1997-01-01 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. This is an excellent, timely, and well-written work. The major primal-dual algorithms covered in this book are path-following algorithms (short- and long-step, predictor-corrector), potential-reduction algorithms, and infeasible-interior-point algorithms. A unified treatment of superlinear convergence, finite termination, and detection of infeasible problems is presented. Issues relevant to practical implementation are also discussed, including sparse linear algebra and a complete specification of Mehrotra's predictor-corrector algorithm. Also treated are extensions of primal-dual algorithms to more general problems such as monotone complementarity, semidefinite programming, and general convex programming problems.

Interior and Exterior Newton Methods for Large-scale Quadratic Programming

Author : Jianguo Liu
Publisher :
ISBN 13 :
Total Pages : 308 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Interior and Exterior Newton Methods for Large-scale Quadratic Programming by : Jianguo Liu

Download or read book Interior and Exterior Newton Methods for Large-scale Quadratic Programming written by Jianguo Liu and published by . This book was released on 1994 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Interior Point Techniques in Optimization

Author : B. Jansen
Publisher : Springer Science & Business Media
ISBN 13 : 1475755619
Total Pages : 285 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Interior Point Techniques in Optimization by : B. Jansen

Download or read book Interior Point Techniques in Optimization written by B. Jansen and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations research and mathematical programming would not be as advanced today without the many advances in interior point methods during the last decade. These methods can now solve very efficiently and robustly large scale linear, nonlinear and combinatorial optimization problems that arise in various practical applications. The main ideas underlying interior point methods have influenced virtually all areas of mathematical programming including: analyzing and solving linear and nonlinear programming problems, sensitivity analysis, complexity analysis, the analysis of Newton's method, decomposition methods, polynomial approximation for combinatorial problems etc. This book covers the implications of interior techniques for the entire field of mathematical programming, bringing together many results in a uniform and coherent way. For the topics mentioned above the book provides theoretical as well as computational results, explains the intuition behind the main ideas, gives examples as well as proofs, and contains an extensive up-to-date bibliography. Audience: The book is intended for students, researchers and practitioners with a background in operations research, mathematics, mathematical programming, or statistics.

Interior Point Algorithms

Author : Yinyu Ye
Publisher : John Wiley & Sons
ISBN 13 : 1118030958
Total Pages : 440 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Interior Point Algorithms by : Yinyu Ye

Download or read book Interior Point Algorithms written by Yinyu Ye and published by John Wiley & Sons. This book was released on 2011-10-11 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive review of the theory and practice of one oftoday's most powerful optimization techniques. The explosive growth of research into and development of interiorpoint algorithms over the past two decades has significantlyimproved the complexity of linear programming and yielded some oftoday's most sophisticated computing techniques. This book offers acomprehensive and thorough treatment of the theory, analysis, andimplementation of this powerful computational tool. Interior Point Algorithms provides detailed coverage of all basicand advanced aspects of the subject. Beginning with an overview offundamental mathematical procedures, Professor Yinyu Ye movesswiftly on to in-depth explorations of numerous computationalproblems and the algorithms that have been developed to solve them.An indispensable text/reference for students and researchers inapplied mathematics, computer science, operations research,management science, and engineering, Interior Point Algorithms: * Derives various complexity results for linear and convexprogramming * Emphasizes interior point geometry and potential theory * Covers state-of-the-art results for extension, implementation,and other cutting-edge computational techniques * Explores the hottest new research topics, including nonlinearprogramming and nonconvex optimization.

Encyclopedia of Optimization

Author : Christodoulos A. Floudas
Publisher : Springer Science & Business Media
ISBN 13 : 0387747583
Total Pages : 4646 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Encyclopedia of Optimization by : Christodoulos A. Floudas

Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Progress in Mathematical Programming

Author : Nimrod Megiddo
Publisher : Springer Science & Business Media
ISBN 13 : 1461396174
Total Pages : 164 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Progress in Mathematical Programming by : Nimrod Megiddo

Download or read book Progress in Mathematical Programming written by Nimrod Megiddo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: The starting point of this volume was a conference entitled "Progress in Mathematical Programming," held at the Asilomar Conference Center in Pacific Grove, California, March 1-4, 1987. The main topic of the conference was developments in the theory and practice of linear programming since Karmarkar's algorithm. There were thirty presentations and approximately fifty people attended. Presentations included new algorithms, new analyses of algorithms, reports on computational experience, and some other topics related to the practice of mathematical programming. Interestingly, most of the progress reported at the conference was on the theoretical side. Several new polynomial algorithms for linear program ming were presented (Barnes-Chopra-Jensen, Goldfarb-Mehrotra, Gonzaga, Kojima-Mizuno-Yoshise, Renegar, Todd, Vaidya, and Ye). Other algorithms presented were by Betke-Gritzmann, Blum, Gill-Murray-Saunders-Wright, Nazareth, Vial, and Zikan-Cottle. Efforts in the theoretical analysis of algo rithms were also reported (Anstreicher, Bayer-Lagarias, Imai, Lagarias, Megiddo-Shub, Lagarias, Smale, and Vanderbei). Computational experiences were reported by Lustig, Tomlin, Todd, Tone, Ye, and Zikan-Cottle. Of special interest, although not in the main direction discussed at the conference, was the report by Rinaldi on the practical solution of some large traveling salesman problems. At the time of the conference, it was still not clear whether the new algorithms developed since Karmarkar's algorithm would replace the simplex method in practice. Alan Hoffman presented results on conditions under which linear programming problems can be solved by greedy algorithms."

Numerical Optimization

Author : Jorge Nocedal
Publisher : Springer Science & Business Media
ISBN 13 : 0387400656
Total Pages : 686 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Numerical Optimization by : Jorge Nocedal

Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-12-11 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Interior Point Methods of Mathematical Programming

Author : Tamás Terlaky
Publisher : Springer Science & Business Media
ISBN 13 : 1461334497
Total Pages : 544 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Interior Point Methods of Mathematical Programming by : Tamás Terlaky

Download or read book Interior Point Methods of Mathematical Programming written by Tamás Terlaky and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: One has to make everything as simple as possible but, never more simple. Albert Einstein Discovery consists of seeing what every body has seen and thinking what nobody has thought. Albert S. ent_Gyorgy; The primary goal of this book is to provide an introduction to the theory of Interior Point Methods (IPMs) in Mathematical Programming. At the same time, we try to present a quick overview of the impact of extensions of IPMs on smooth nonlinear optimization and to demonstrate the potential of IPMs for solving difficult practical problems. The Simplex Method has dominated the theory and practice of mathematical pro gramming since 1947 when Dantzig discovered it. In the fifties and sixties several attempts were made to develop alternative solution methods. At that time the prin cipal base of interior point methods was also developed, for example in the work of Frisch (1955), Caroll (1961), Huard (1967), Fiacco and McCormick (1968) and Dikin (1967). In 1972 Klee and Minty made explicit that in the worst case some variants of the simplex method may require an exponential amount of work to solve Linear Programming (LP) problems. This was at the time when complexity theory became a topic of great interest. People started to classify mathematical programming prob lems as efficiently (in polynomial time) solvable and as difficult (NP-hard) problems. For a while it remained open whether LP was solvable in polynomial time or not. The break-through resolution ofthis problem was obtained by Khachijan (1989).

Linear and Nonlinear Programming

Author : David G. Luenberger
Publisher : Springer Nature
ISBN 13 : 3030854507
Total Pages : 609 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Linear and Nonlinear Programming by : David G. Luenberger

Download or read book Linear and Nonlinear Programming written by David G. Luenberger and published by Springer Nature. This book was released on 2021-10-31 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 5th edition of this classic textbook covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular. One major insight is the connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve that problem. End-of-chapter exercises are provided for all chapters. The material is organized into three separate parts. Part I offers a self-contained introduction to linear programming. The presentation in this part is fairly conventional, covering the main elements of the underlying theory of linear programming, many of the most effective numerical algorithms, and many of its important special applications. Part II, which is independent of Part I, covers the theory of unconstrained optimization, including both derivations of the appropriate optimality conditions and an introduction to basic algorithms. This part of the book explores the general properties of algorithms and defines various notions of convergence. In turn, Part III extends the concepts developed in the second part to constrained optimization problems. Except for a few isolated sections, this part is also independent of Part I. As such, Parts II and III can easily be used without reading Part I and, in fact, the book has been used in this way at many universities. New to this edition are popular topics in data science and machine learning, such as the Markov Decision Process, Farkas’ lemma, convergence speed analysis, duality theories and applications, various first-order methods, stochastic gradient method, mirror-descent method, Frank-Wolf method, ALM/ADMM method, interior trust-region method for non-convex optimization, distributionally robust optimization, online linear programming, semidefinite programming for sensor-network localization, and infeasibility detection for nonlinear optimization.

Numerical Methods for Least Squares Problems

Author : Ake Bjorck
Publisher : SIAM
ISBN 13 : 9781611971484
Total Pages : 425 pages
Book Rating : 4.9/5 (714 download)

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Book Synopsis Numerical Methods for Least Squares Problems by : Ake Bjorck

Download or read book Numerical Methods for Least Squares Problems written by Ake Bjorck and published by SIAM. This book was released on 1996-01-01 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: The method of least squares was discovered by Gauss in 1795. It has since become the principal tool to reduce the influence of errors when fitting models to given observations. Today, applications of least squares arise in a great number of scientific areas, such as statistics, geodetics, signal processing, and control. In the last 20 years there has been a great increase in the capacity for automatic data capturing and computing. Least squares problems of large size are now routinely solved. Tremendous progress has been made in numerical methods for least squares problems, in particular for generalized and modified least squares problems and direct and iterative methods for sparse problems. Until now there has not been a monograph that covers the full spectrum of relevant problems and methods in least squares. This volume gives an in-depth treatment of topics such as methods for sparse least squares problems, iterative methods, modified least squares, weighted problems, and constrained and regularized problems. The more than 800 references provide a comprehensive survey of the available literature on the subject.

Nonlinear Equations and Optimisation

Author : L.T. Watson
Publisher : Gulf Professional Publishing
ISBN 13 : 9780444505996
Total Pages : 392 pages
Book Rating : 4.5/5 (59 download)

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Book Synopsis Nonlinear Equations and Optimisation by : L.T. Watson

Download or read book Nonlinear Equations and Optimisation written by L.T. Watson and published by Gulf Professional Publishing. This book was released on 2001-03-28 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a review of historical developments in convergence analysis for Newton's and Newton-like methods, 18 papers deal in depth with various classical, or neo-classical approaches, as well as newer ideas on optimization and solving linear equations. A sampling of topics: truncated Newton methods, sequential quadratic programming for large- scale nonlinear optimization, and automatic differentiation of algorithms. This monograph, one of seven volumes in the set, is also published as the Journal of Computational and Applied Mathematics; v.124 (2000). Indexed only by author. c. Book News Inc.

Algorithms and Discrete Applied Mathematics

Author : Subrahmanyam Kalyanasundaram
Publisher : Springer Nature
ISBN 13 : 3031522133
Total Pages : 338 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Algorithms and Discrete Applied Mathematics by : Subrahmanyam Kalyanasundaram

Download or read book Algorithms and Discrete Applied Mathematics written by Subrahmanyam Kalyanasundaram and published by Springer Nature. This book was released on 2024-01-13 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 10th International Conference on Algorithms and Discrete Applied Mathematics, CALDAM 2024, held in Bhilai, India during February 15–17, 2024. The 22 full papers included in this book were carefully reviewed and selected from 57 submissions. They were organized in topical sections as follows: Algorithms and Complexity; Computational Geometry; Discrete Applied Mathematics; Graph Algorithms; Graph Theory.

Frontiers in Numerical Analysis

Author : James Blowey
Publisher : Springer Science & Business Media
ISBN 13 : 3642556922
Total Pages : 362 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Frontiers in Numerical Analysis by : James Blowey

Download or read book Frontiers in Numerical Analysis written by James Blowey and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: A set of detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area. Detailed proofs of key results are provided. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. Current (unsolved) problems are also described and directions for future research are given. This book is also suitable for professional mathematicians.

Robust Portfolio Optimization and Management

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0470164891
Total Pages : 513 pages
Book Rating : 4.4/5 (71 download)

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Book Synopsis Robust Portfolio Optimization and Management by : Frank J. Fabozzi

Download or read book Robust Portfolio Optimization and Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2007-04-27 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University

Optimization Methods in Mathematical Modeling of Technological Processes

Author : Alena Vagaská
Publisher : Springer Nature
ISBN 13 : 3031353390
Total Pages : 181 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Optimization Methods in Mathematical Modeling of Technological Processes by : Alena Vagaská

Download or read book Optimization Methods in Mathematical Modeling of Technological Processes written by Alena Vagaská and published by Springer Nature. This book was released on 2023-07-20 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on selected methods of applied mathematics that are aimed at mathematical optimization, with an emphasis on their application in engineering practice. It delves into the current mathematical modeling of processes and systems, with a specific focus on the optimization modeling of technological processes. The authors discuss suitable linear, convex, and nonlinear optimization methods for solving problems in engineering practice. Real-world examples and data are used to numerically illustrate the implementation of these methods, utilizing the popular MATLAB software system and its extension to convex optimization. The book covers a wide range of topics, including mathematical modeling, linear programming, convex programming, and nonlinear programming, all with an engineering optimization perspective. It serves as a comprehensive guide for engineers, researchers, and students interested in the practical application of optimization methods in engineering.