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Book Categories |
Preface | ||
Acknowledgements | ||
Notation | ||
List of Abbreviations | ||
Ch. 1 | Introduction and Preliminaries | 1 |
1.1 | Historical Background of Interior-Point Methods | 2 |
1.2 | Primal-Dual Path-Following Algorithm for LO | 5 |
1.3 | Preliminaries and Scope of the Monograph | 16 |
Ch. 2 | Self-Regular Functions and Their Properties | 27 |
2.1 | An Introduction to Univariate Self-Regular Functions | 28 |
2.2 | Basic Properties of Univariate Self-Regular Functions | 35 |
2.3 | Relations Between S-R and S-C Functions | 42 |
Ch. 3 | Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities | 47 |
3.1 | Self-Regular Functions in [actual symbol not reproducible] and Self-Regular Proximities for LO | 48 |
3.2 | The Algorithm | 52 |
3.3 | Estimate of the Proximity After a Newton Step | 55 |
3.4 | Complexity of the Algorithm | 61 |
3.5 | Relaxing the Requirement on the Proximity Function | 63 |
Ch. 4 | Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities | 67 |
4.1 | Introduction to CPs and the Central Path | 68 |
4.2 | Preliminary Results on [actual symbol not reproducible] Mappings | 72 |
4.3 | New Search Directions for [actual symbol not reproducible] CPs | 80 |
4.4 | Complexity of the Algorithm | 83 |
Ch. 5 | Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities | 99 |
5.1 | Introduction to SDO, Duality Theory and Central Path | 100 |
5.2 | Preliminary Results on Matrix Functions | 103 |
5.3 | New Search Directions for SDO | 111 |
5.4 | New Polynomial Primal-Dual IPMs for SDO | 117 |
Ch. 6 | Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities | 125 |
6.1 | Introduction to SOCO, Duality Theory and The Cental Path | 126 |
6.2 | Preliminary Results on Functions Associated with Second-Order Cones | 129 |
6.3 | New Search Directions for SOCO | 142 |
6.4 | New IPMs for SOCO | 150 |
Ch. 7 | Initialization: Embedding Models for Linear Optimization, Complementarity Problems, Semidefinite Optimization and Second-Order Conic Optimization | 159 |
7.1 | The Self-Dual Embedding Model for LO | 160 |
7.2 | The Embedding Model for CP | 162 |
7.3 | Self-Dual Embedding Models for SDO and SOCO | 165 |
Ch. 8 | Conclusions | 169 |
8.1 | A Survey of the Results and Future Research Topics | 170 |
References | 175 | |
Index | 183 |
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