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Aspects of Semidefinite Programming
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Aspects of Semidefinite Programming
von: Etienne de Klerk
Springer-Verlag, 2002
ISBN: 9780306478192
304 Seiten, Download: 11687 KB
 
Format:  PDF
geeignet für: Apple iPad, Android Tablet PC's Online-Lesen PC, MAC, Laptop

Typ: A (einfacher Zugriff)

 

 
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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 Lovasz theta function and the MAX-CUT approximation algorithm by Goemans and Williamson. It is aimed at researchers or graduate students in optimization or related fields, who wish to learn more about the theory and applications of semidefinite programming.  



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