New PDF release: High Performance Optimization

By Hans Frenk, Kees Roos, Tamás Terlaky, Shuzhong Zhang

ISBN-10: 1441948198

ISBN-13: 9781441948199

ISBN-10: 1475732163

ISBN-13: 9781475732160

For many years the recommendations of fixing linear optimization (LP) difficulties more suitable in basic terms marginally. Fifteen years in the past, in spite of the fact that, a innovative discovery replaced every thing. a brand new `golden age' for optimization begun, that's carrying on with as much as the present time. what's the reason for the buzz? ideas of linear programming shaped formerly an remoted physique of information. Then without warning a tunnel used to be outfitted linking it with a wealthy and promising land, a part of which used to be already cultivated, a part of which was once thoroughly unexplored. those progressive new concepts at the moment are utilized to resolve conic linear difficulties. This makes it attainable to version and resolve huge periods of primarily nonlinear optimization difficulties as successfully as LP difficulties. This quantity provides an summary of the newest advancements of such `High functionality Optimization Techniques'. the 1st half is a radical therapy of inside aspect equipment for semidefinite programming difficulties. the second one half experiences modern day most enjoyable examine themes and leads to the realm of convex optimization.
Audience: This quantity is for graduate scholars and researchers who're attracted to smooth optimization techniques.

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CHAPTER 2. Seetion 1. e. Rm , which implies that :Fp consists only of normalized feasible solutions. The set of interior solutions is defined as o :Fp:=:Fp n rel K. We say that (P) is feasible (or consistent) if:Fp =1= 0 and (P) is strongly o feasible (or super-consistent in the terminology of Duffin [26]) if:Fp=l= 0. If (P) is feasible but not strongly feasible, then (P) is said to be weakly feasible. Strong feasibility as defined above is also known as the generalized Slater's constraint qualification.

36 PART I. CHAPTER 2. Section 5. 3. 1 summarizes the feasibility characterizations for dual feasible closed conic convex programs. Since duality is completely symmetrie for closed conie convex programs, we can make an analogous table of dual (in)feasibility characterizations for primal feasible programs. 12. 5. STRONG DUALITY It is weIl known that if (P) is a linear program and p* is finite, then strong duality holds, Le. p* + d* = O. Our objective is to generalize the strong duality result for linear programming to conie convex programming.

In Chapters 5 and 6, we study the local properties of path-following in the vicinity of the optimal solution set. We will first analyze in Chapter 5 the limiting properties of the central path. In Chapter 6, it is shown that path-following algorithms can benefit from these properties by generating the iterates elose enough to the central path. In particular, we obtain the remarkable result that superlinear convergence can be achieved, even if there are multiple optimal solutions. In Chapter 7, we study the possibilities of speeding up the global convergence of primal-dual interior point methods.

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High Performance Optimization by Hans Frenk, Kees Roos, Tamás Terlaky, Shuzhong Zhang


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