Semidefinite programming has been described as linear programming for the year 2000. It is an exciting new branch of mathematical programming, due to important applications in control theory, combinatorial optimization and other fields. Moreover, the successful interior point algorithms for linear programming can be extended to semidefinite programming.
In this monograph the basic theory of interior point algorithms is explained. This includes the latest results on the properties of the central path as well as the analysis of the most important classes of algorithms. Several "classic" applications of semidefinite programming are also described in detail. These include the Lovász theta function and the MAX-CUT approximation algorithm by Goemans and Williamson.
Audience: Researchers or graduate students in optimization or related fields, who wish to learn more about the theory and applications of semidefinite programming.
| ISBN: | 9781441952165 |
| Publication date: | 10th December 2010 |
| Author: | Etienne de Klerk |
| Publisher: | Springer an imprint of Springer US |
| Format: | Paperback |
| Pagination: | 300 pages |
| Series: | Applied Optimization |
| Genres: |
Computer programming / software engineering Numerical analysis Optimization Applied mathematics Algorithms and data structures Mathematical theory of computation |
Semidefinite programming has been described as linear programming for the year 2000. It is an exciting new branch of mathematical programming, due to important applications in control theory, combinatorial optimization and other fields. Moreover, the successful interior point algorithms for linear programming can be extended to semidefinite programming.
In this monograph the basic theory of interior point algorithms is explained. This includes the latest results on the properties of the central path as well as the analysis of the most important classes of algorithms. Several "classic" applications of semidefinite programming are also described in detail. These include the Lovász theta function and the MAX-CUT approximation algorithm by Goemans and Williamson.
Audience: Researchers or graduate students in optimization or related fields, who wish to learn more about the theory and applications of semidefinite programming.
Aspects of Semidefinite Programming features in the following genres: Computer programming / software engineering, Numerical analysis, Optimization, Applied mathematics, Algorithms and data structures, Mathematical theory of computation
Aspects of Semidefinite Programming is available in Paperback, Hardback
Aspects of Semidefinite Programming was written by Etienne de Klerk and published by Springer an imprint of Springer US
Aspects of Semidefinite Programming has 300 pages
Yes it is part of Applied Optimization series