Topics in Semidefinite and Interior-Point Methods
Author | : Panos M. Pardalos |
Publisher | : American Mathematical Soc. |
Total Pages | : 272 |
Release | : 1998 |
ISBN-10 | : 9780821808252 |
ISBN-13 | : 0821808257 |
Rating | : 4/5 (257 Downloads) |
Download or read book Topics in Semidefinite and Interior-Point Methods written by Panos M. Pardalos and published by American Mathematical Soc.. This book was released on 1998 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents refereed papers presented at the workshop Semidefinite Programming and Interior-Point Approaches for Combinatorial Problems: held at The Fields Institute in May 1996. Semidefinite programming (SDP) is a generalization of linear programming (LP) in that the non-negativity constraints on the variables is replaced by a positive semidefinite constraint on matrix variables. Many of the elegant theoretical properties and powerful solution techniques follow through from LP to SDP. In particular, the primal-dual interior-point methods, which are currently so successful for LP, can be used to efficiently solve SDP problems. In addition to the theoretical and algorithmic questions, SDP has found many important applications in combinatorial optimization, control theory and other areas of mathematical programming. The papers in this volume cover a wide spectrum of recent developments in SDP. The volume would be suitable as a textbook for advanced courses in optimization. It is intended for graduate students and researchers in mathematics, computer science, engineering and operations.