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9780898715026 Academic Inspection Copy

A Mathematical View of Interior-Point Methods in Convex Optimization

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This book aims at developing a thorough understanding of the most general theory for interior-point methods, a class of algorithms for convex optimization problems. The study of these algorithms has dominated the continuous optimization literature for nearly 15 years. In that time, the theory has matured tremendously, but much of the literature is difficult to understand, even for specialists. By focusing only on essential elements of the theory and emphasizing the underlying geometry, A Mathematical View of Interior-Point Methods in Convex Optimization makes the theory accessible to a wide audience allowing them to quickly develop a fundamental understanding.
Preface Chapter 1: Preliminaries Chapter 2: Basic Interior-Point Method Theory Chapter 3: Conic Programming and Duality Bibliography Index.
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