Lectures on modern convex optimization - analysis, algorithms, and engineering applications
Lectures on modern convex optimization - analysis, algorithms, and engineering applications
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DOI：
10.1137/1.9780898718829
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发表时间：
2001-06
期刊：
影响因子：
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通讯作者：
A. Ben-Tal;Arkadiaei Semenovich Nemirovskiaei
中科院分区：
文献类型：
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作者：
A. Ben-Tal;Arkadiaei Semenovich Nemirovskiaei
这是一本书致力于良好的结构，从而有效地解决凸优化问题，重点是圆锥二次和半定规划。作者介绍了这些问题的基本理论以及它们在工程中的许多应用，包括滤波器的合成、李雅普诺夫稳定性分析和结构设计。作者还讨论了复杂性问题，并提供了一个概述的基本理论，国家的最先进的多项式时间内点方法的线性，圆锥二次，半定规划。这本书的重点是结构良好的凸问题，在圆锥形式允许统一的理论和算法处理的广泛的重要优化问题中出现的应用。
This 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.