Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Implementation And Behavior Of An Interior Point Cutting Plane Algorithm For Convex Programming An Application To Geometric Programming
Download Implementation And Behavior Of An Interior Point Cutting Plane Algorithm For Convex Programming An Application To Geometric Programming full books in PDF, epub, and Kindle. Read online Implementation And Behavior Of An Interior Point Cutting Plane Algorithm For Convex Programming An Application To Geometric Programming ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :Olivier Bahn Publisher :Montréal : Groupe d'études et de recherche en analyse des décisions ISBN 13 : Total Pages :58 pages Book Rating :4.:/5 (269 download)
Book Synopsis Implementation and Behavior of an Interior Point Cutting Plane Algorithm for Convex Programming : an Application to Geometric Programming by : Olivier Bahn
Download or read book Implementation and Behavior of an Interior Point Cutting Plane Algorithm for Convex Programming : an Application to Geometric Programming written by Olivier Bahn and published by Montréal : Groupe d'études et de recherche en analyse des décisions. This book was released on 1991 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis Advances in Optimization and Approximation by : Ding-Zhu Du
Download or read book Advances in Optimization and Approximation written by Ding-Zhu Du and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of research papers in optimization and approximation dedicated to Professor Minyi Yue of the Institute of Applied Mathematics, Beijing, China. The papers provide a broad spectrum of research on optimization problems, including scheduling, location, assignment, linear and nonlinear programming problems as well as problems in molecular biology. The emphasis of the book is on algorithmic aspects of research work in optimization. Special attention is paid to approximation algorithms, including heuristics for combinatorial approximation problems, approximation algorithms for global optimization problems, and applications of approximations in real problems. The work provides the state of the art for researchers in mathematical programming, operations research, theoretical computer science and applied mathematics.
Book Synopsis Applied Mathematical Programming and Modeling II (APMOD93) by : István Maros
Download or read book Applied Mathematical Programming and Modeling II (APMOD93) written by István Maros and published by . This book was released on 1995 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Programming by : Romesh Saigal
Download or read book Linear Programming written by Romesh Saigal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point methods are derived from the complementary slackness theorem and, unlike most books, the duality theorem is derived from Farkas's Lemma, which is proved as a convex separation theorem. The tedium of the simplex method is thus avoided. A new and inductive proof of Kantorovich's Theorem is offered, related to the convergence of Newton's method. Of the boundary methods, the book presents the (revised) primal and the dual simplex methods. An extensive discussion is given of the primal, dual and primal-dual affine scaling methods. In addition, the proof of the convergence under degeneracy, a bounded variable variant, and a super-linearly convergent variant of the primal affine scaling method are covered in one chapter. Polynomial barrier or path-following homotopy methods, and the projective transformation method are also covered in the interior point chapter. Besides the popular sparse Cholesky factorization and the conjugate gradient method, new methods are presented in a separate chapter on implementation. These methods use LQ factorization and iterative techniques.
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.
Book Synopsis Operations Research '92 by : Alexander Karmann
Download or read book Operations Research '92 written by Alexander Karmann and published by . This book was released on 1993 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities by :
Download or read book Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities written by and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Mathematical View of Interior-point Methods in Convex Optimization by : James Renegar
Download or read book A Mathematical View of Interior-point Methods in Convex Optimization written by James Renegar and published by SIAM. This book was released on 2001-01-01 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Book Synopsis Global Optimization by : Leo Liberti
Download or read book Global Optimization written by Leo Liberti and published by Springer Science & Business Media. This book was released on 2006-02-21 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most global optimization literature focuses on theory. This book, however, contains descriptions of new implementations of general-purpose or problem-specific global optimization algorithms. It discusses existing software packages from which the entire community can learn. The contributors are experts in the discipline of actually getting global optimization to work, and the book provides a source of ideas for people needing to implement global optimization software.
Book Synopsis Parallel Solution of Multistage Linear Programming Problems Using the Analytic Center Method by : Sang-Jin Lee
Download or read book Parallel Solution of Multistage Linear Programming Problems Using the Analytic Center Method written by Sang-Jin Lee and published by . This book was released on 1993 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Solving the Max-Cut Problem Using Semidefinite Optimization in a Cutting Plane Algorithm by :
Download or read book Solving the Max-Cut Problem Using Semidefinite Optimization in a Cutting Plane Algorithm written by and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: A central graph theory problem that occurs in experimental physics, circuit layout, and computational linear algebra is the max-cut problem. The max-cut problem is to find a bipartition of the vertex set of a graph with the objective to maximize the number of edges between the two partitions. The problem is NP-hard, i.e., there is no efficient algorithm to solve the max-cut problem to optimality. We propose a semidefinite programming based cutting plane algorithm to solve the max-cut problem to optimality in this thesis. Semidefinite programming (SDP) is a convex optimization problem, where the variables are symmetric matrices. An SDP has a linear objective function, linear constraints, and also convex constraints requiring the matrices to be positive semidefinite. Interior point methods can efficiently solve SDPs and several software implementations like SDPT-3 are currently available. Each iteration of our cutting plane algorithm has the following features: (a) an SDP relaxation of the max-cut problem, whose objective function provides an upper bound on the max-cut value, (b) the Goemans-Williamson heuristic to round the solution to the SDP relaxation into a feasible cut vector, that provides a lower bound on the max-cut value, and (c) a separation oracle that returns cutting planes to cut off the optimal solution to the SDP relaxation that is not in the max-cut polytope. Steps (a), (b), and (c) are repeated until the algorithm finds an optimal solution to the max-cut problem. We have implemented the above cutting plane algorithm in MATLAB. Step (a) of the program uses SDPT-3 a primal-dual interior point software for solving the SDP relaxations. Step (c) of the algorithm returns triangle inequalities specific to the max-cut problem as cutting planes. We report our computational results with the algorithm on randomly generated graphs, where the number of vertices and the density of the edges vary between 5 to 50 and 0.1 to 1.0, respectively.
Book Synopsis Contents of Recent Economics Journals by :
Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1991-12-20 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Using an Interior Point Cutting Plane Method to Solve Integer Programming Problems by :
Download or read book Using an Interior Point Cutting Plane Method to Solve Integer Programming Problems written by and published by . This book was released on 1992 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: There were several accomplishments of this research, both theoretical and computational. In joint work with Todd, we presented a cutting plane primal projective interior point method which we applied to matching problems, with encouraging computational results. Primal projective methods require a method to update the dual; we showed how various dual updates are related to each other and we also derived a dual projective algorithm. We derived a polynomial-time shifted barrier warm start algorithm which can be used in a cutting plane method; we showed that the directions obtained are strongly related to the directions derived in the work with Todd; computational results showed that the algorithm can be useful in some situations. The grant partially supported a Ph. D. student, Brian Borchers, who received his degree in August, 1992. His thesis concerned the use of branch-and-bound methods and contained good computational results as well as interesting theoretical observations. One paper from this thesis describes how the primal-dual interior point method can be used efficiently in a branch-and-bound method for solving mixed integer linear programming problem. Another paper describes how branch and bound algorithms for nonlinear integer programming problems can be improved. Borchers and I also developed a primal-dual interior point cutting plane method for solving linear ordering problems; the computational results for this algorithm were very encouraging, with run times comparable to those required by a simplex based cutting plane algorithm.
Book Synopsis Interior Point Cutting Plane Methods in Integer Programming by : Joe Naoum-Sawaya
Download or read book Interior Point Cutting Plane Methods in Integer Programming written by Joe Naoum-Sawaya and published by . This book was released on 2011 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis presents novel approaches that use interior point concepts in solving mixed integer programs. Particularly, we use the analytic center cutting plane method to improve three of the main components of the branch-and-bound algorithm: cutting planes, heuristics, and branching.
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. This book was released on 2012-10-10 with total page 210 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.
Book Synopsis Implementation of an Interior Point Cutting Plane Algorithm by : Hamid R. Ghaffari
Download or read book Implementation of an Interior Point Cutting Plane Algorithm written by Hamid R. Ghaffari and published by . This book was released on 2008 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
