Henry Wolkowicz's Books

Topics in Semidefinite and Interior-Point Methods

By: Panos M. Pardalos and Henry Wolkowicz

Write a review Read reviews Take a Quiz Solve Book Puzzle

Topics in Semidefinite and Interior-Point Methods

By: Panos M. Pardalos and Henry Wolkowicz

This volume presents refereed papers presented at the workshop Semidefinite Programming and Interior-Point Approaches for Combinatorial Problems: held at The Fields Institute in May 1996. Semidefinite programming (SDP) is a generalization of linear programming (LP) in that the non-negativity constraints on the variables is replaced by a positive semidefinite constraint on matrix variables. Many of the elegant theoretical properties and powerful solution techniques follow through from LP to SDP. In particular, the primal-dual interior-point methods, which are currently so successful for LP, can be used to efficiently solve SDP problems. In addition to the theoretical and algorithmic questions, SDP has found many important applications in combinatorial optimization, control theory and other areas of mathematical programming. The papers in this volume cover a wide spectrum of recent developments in SDP. The volume would be suitable as a textbook for advanced courses in optimization. It is intended for graduate students and researchers in mathematics, computer science, engineering and operations.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

276

Publisher

American Mathematical Soc.

ISBN 10

0821871250

ISBN 13

9780821871256

Novel Approaches to Hard Discrete Optimization

By: Panos M. Pardalos,Henry Wolkowicz

Write a review Read reviews Take a Quiz Solve Book Puzzle

Novel Approaches to Hard Discrete Optimization

By: Panos M. Pardalos,Henry Wolkowicz

During the last decade, many novel approaches have been considered for dealing with computationally difficult discrete optimization problems. Such approaches include interior point methods, semidefinite programming techniques, and global optimization. More efficient computational algorithms have been developed and larger problem instances of hard discrete problems have been solved. This progress is due in part to these novel approaches, but also to new computing facilities and massive parallelism. This volume contains the papers presented at the workshop on ``Novel Approaches to Hard Discrete Optimization''. The articles cover a spectrum of issues regarding computationally hard discrete problems.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

194

Publisher

American Mathematical Soc.

Published Date

ISBN 10

0821832484

ISBN 13

9780821832486

Topics in Semidefinite and Interior-Point Methods

By: Panos M. Pardalos,Henry Wolkowicz

Write a review Read reviews Take a Quiz Solve Book Puzzle

Topics in Semidefinite and Interior-Point Methods

By: Panos M. Pardalos,Henry Wolkowicz

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

272

Publisher

American Mathematical Soc.

Published Date

ISBN 10

0821808257

ISBN 13

9780821808252

Novel Approaches to Hard Discrete Optimization

By: Panos M. Pardalos,Henry Wolkowicz

Write a review Read reviews Take a Quiz Solve Book Puzzle

Novel Approaches to Hard Discrete Optimization

By: Panos M. Pardalos,Henry Wolkowicz

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

194

Publisher

American Mathematical Soc.

Published Date

ISBN 10

0821832484

ISBN 13

9780821832486

The Many Faces of Degeneracy in Conic Optimization

By: Dmitriy Drusvyatskiy,Henry Wolkowicz

Write a review Read reviews Take a Quiz Solve Book Puzzle

The Many Faces of Degeneracy in Conic Optimization

By: Dmitriy Drusvyatskiy,Henry Wolkowicz

Slater's condition - existence of a "strictly feasible solution" - is a common assumption in conic optimization. Without strict feasibility, first-order optimality conditions may be meaningless, the dual problem may yield little information about the primal, and small changes in the data may render the problem infeasible. Hence, failure of strict feasibility can negatively impact off-the-shelf numerical methods, such as primal-dual interior point methods, in particular. New optimization modeling techniques and convex relaxations for hard nonconvex problems have shown that the loss of strict feasibility is a more pronounced phenomenon than has previously been realized. In this text, we describe various reasons for the loss of strict feasibility, whether due to poor modeling choices or (more interestingly) rich underlying structure, and discuss ways to cope with it and, in many pronounced cases, how to use it as an advantage. In large part, we emphasize the facial reduction preprocessing technique due to its mathematical elegance, geometric transparency, and computational potential.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

Published Date

ISBN 10

168083391X

ISBN 13

9781680833911

Book's by Henry Wolkowicz

Topics in Semidefinite and Interior-Point Methods

Topics in Semidefinite and Interior-Point Methods

Novel Approaches to Hard Discrete Optimization

Novel Approaches to Hard Discrete Optimization

Topics in Semidefinite and Interior-Point Methods

Topics in Semidefinite and Interior-Point Methods

Novel Approaches to Hard Discrete Optimization

Novel Approaches to Hard Discrete Optimization

The Many Faces of Degeneracy in Conic Optimization

The Many Faces of Degeneracy in Conic Optimization

Username

Password

Username

Password

Password again

Birthday

Email