Lectures on Modern Convex Optimization
Analysis, Algorithms and Engineering Applications
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Lectures on Modern Convex Optimization by Aharon Ben-Tal
Book DescriptionHere 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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Book DetailsISBN: 9780898714913
(228mm x 152mm x 25mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 1-Jan-1987
Country of Publication: United States
Books By Author Aharon Ben-Tal
Robust Optimization, Hardback (August 2009)» View all books by Aharon Ben-Tal
Features simple treatment of uncertain linear programming. This book also presents an analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach.
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