Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications

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SIAM, 2001 - Technology & Engineering - 488 pages
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Here 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.
 

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Contents

MP02_ch1
1
MP02_ch2
43
MP02_ch3
79
MP02_ch4
139
MP02_ch5
335
MP02_ch6
377
MP02_appa
443
MP02_bm
485
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