Aspects of Semidefinite Programming

Aspects of Semidefinite Programming : Interior Point Algorithms and Selected Applications

By (author) 

Free delivery worldwide

Available. Dispatched from the UK in 3 business days
When will my order arrive?


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.
Audience: Researchers or graduate students in optimization or related fields, who wish to learn more about the theory and applications of semidefinite programming.
show more

Product details

  • Paperback | 288 pages
  • 155 x 235 x 16.51mm | 474g
  • New York, NY, United States
  • English
  • Softcover reprint of the original 1st ed. 2002
  • XVI, 288 p.
  • 1441952160
  • 9781441952165

Table of contents

Acknowledgments. List of notation. 1. Introduction. Part I: Theory and Algorithms. 2. Duality, Optimality, and Degeneracy. 3. The Central Path. 4. Self-Dual Embeddings. 5. The Primal Logarithmic Barrier Method. 6. Primal-Dual Affine-Scaling Methods. 7. Primal-Dual Path-Following Methods. 8. Primal-Dual Potential Reduction Methods. Part II: Applications. 9. Convex Quadratic Approximation. 10. The Lovasz upsilon-Function. 11. Graph Colouring and the Max-Kappa-Cut Problem. 12. The Stability Number of a Graph. 13. The Satisfiability Problem. Appendices. References. Index.
show more