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Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms Book

Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms
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  • Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms
  • Written by author Jiming Peng
  • Published by Princeton University Press, October 2002
  • "The new idea of self-regular functions is very elegant and I am sure that this book will have a major impact on the field of optimization."—Robert Vanderbei, Princeton University"The progress outlined in Self-Regularity represents one of t
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Authors

Preface
Acknowledgements
Notation
List of Abbreviations
Ch. 1Introduction and Preliminaries1
1.1Historical Background of Interior-Point Methods2
1.2Primal-Dual Path-Following Algorithm for LO5
1.3Preliminaries and Scope of the Monograph16
Ch. 2Self-Regular Functions and Their Properties27
2.1An Introduction to Univariate Self-Regular Functions28
2.2Basic Properties of Univariate Self-Regular Functions35
2.3Relations Between S-R and S-C Functions42
Ch. 3Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities47
3.1Self-Regular Functions in [actual symbol not reproducible] and Self-Regular Proximities for LO48
3.2The Algorithm52
3.3Estimate of the Proximity After a Newton Step55
3.4Complexity of the Algorithm61
3.5Relaxing the Requirement on the Proximity Function63
Ch. 4Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities67
4.1Introduction to CPs and the Central Path68
4.2Preliminary Results on [actual symbol not reproducible] Mappings72
4.3New Search Directions for [actual symbol not reproducible] CPs80
4.4Complexity of the Algorithm83
Ch. 5Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities99
5.1Introduction to SDO, Duality Theory and Central Path100
5.2Preliminary Results on Matrix Functions103
5.3New Search Directions for SDO111
5.4New Polynomial Primal-Dual IPMs for SDO117
Ch. 6Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities125
6.1Introduction to SOCO, Duality Theory and The Cental Path126
6.2Preliminary Results on Functions Associated with Second-Order Cones129
6.3New Search Directions for SOCO142
6.4New IPMs for SOCO150
Ch. 7Initialization: Embedding Models for Linear Optimization, Complementarity Problems, Semidefinite Optimization and Second-Order Conic Optimization159
7.1The Self-Dual Embedding Model for LO160
7.2The Embedding Model for CP162
7.3Self-Dual Embedding Models for SDO and SOCO165
Ch. 8Conclusions169
8.1A Survey of the Results and Future Research Topics170
References175
Index183


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