Self-Regularity
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-…
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Produktdetails
- ISBN: 978-1-4008-2513-4
- EAN: 9781400825134
- Produktnummer: 13922760
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2009
- Seitenangabe: 208 S.
- Plattform: EPUB
- Masse: 0 KB
Über den Autor
Jiming Peng, Cornelis Roos, & Tamás Terlaky
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