Applied Optimization

Introductory Lectures on Convex Optimization

A Basic Course

Authors: Nesterov, Yurii

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About this book

It was in the middle of the 1980s, when the seminal paper by Kar­ markar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op­ timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre­ diction of its high efficiency was supported by excellent computational results. This unusual fact dramatically changed the style and direc­ tions of the research in nonlinear optimization. Thereafter it became more and more common that the new methods were provided with a complexity analysis, which was considered a better justification of their efficiency than computational experiments. In a new rapidly develop­ ing field, which got the name "polynomial-time interior-point methods", such a justification was obligatory. Afteralmost fifteen years of intensive research, the main results of this development started to appear in monographs [12, 14, 16, 17, 18, 19]. Approximately at that time the author was asked to prepare a new course on nonlinear optimization for graduate students. The idea was to create a course which would reflect the new developments in the field. Actually, this was a major challenge. At the time only the theory of interior-point methods for linear optimization was polished enough to be explained to students. The general theory of self-concordant functions had appeared in print only once in the form of research monograph [12].

Table of contents (4 chapters)

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-1-4419-8853-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for USA
  • ISBN 978-1-4020-7553-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-1-4613-4691-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Introductory Lectures on Convex Optimization
Book Subtitle
A Basic Course
Authors
Series Title
Applied Optimization
Series Volume
87
Copyright
2004
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-8853-9
DOI
10.1007/978-1-4419-8853-9
Hardcover ISBN
978-1-4020-7553-7
Softcover ISBN
978-1-4613-4691-3
Series ISSN
1384-6485
Edition Number
1
Number of Pages
XVIII, 236
Topics