The content includes convex sets, functions, and optimization problems, basics of convex analysis, least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems, optimality conditions, duality t
The Sequential Quadratic Programming (SQP) Algorithm Given a solution estimate xk, and a small step d, an arbitrary numerical optimization problem can be approximated as follow: f(xk+d)=f(xk)+[▽f(xk)] T*d + 1/2*(dT)[▽2f(xk)]*d+.... h(xk+d)=h(xk)+[▽h
by Johannes Jahn (Author) This book serves as an introductory text to optimization theory in normed spaces. The topics of this book are existence results, various differentiability notions together with optimality conditions, the contingent cone, a
L. Vandenberghe and S. Boyd SIAM Review, 38(1): 49-95, March 1996. An earlier version, with the name Positive Definite Programming, appeared in Mathematical Programming, State of the Art, J. Birge and K. Murty, editors, pp.276-308, 1994. In semidefi
这本书在国内已经绝版。目录如下 Introduction Dorit S. Hochbaum 0.1 What can approximation algorithms do for you: an illustrative example 0.2 Fundamentals and concepts 0.3 Objectives and organization of this book 0.4 Acknowledgments I Approximation Algorithms for Sc
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 nume
Discrete optimization problems are everywhere, from traditional operations research planning problems, such as scheduling, facility location, and network design; to computer science problems in databases; to advertising issues in viral marketing. Ye
We address the problem of evaluating the expected optimal objective value of a 0-1 optimization problem under uncertainty in the objective coefficients. The probabilistic model we consider prescribes limited marginal distribution information for the
The Schur Complement and Symmetric Positive Semidefinite (and Definite) Matrices The Schur Complement and Symmetric Positive Semidefinite (and Definite) Matrices The Schur Complement and Symmetric Positive Semidefinite (and Definite) Matrices
