Introductory Lectures on Convex Optimization

A Basic Course

  • Yurii Nesterov
Part of the Applied Optimization book series (APOP, volume 87)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Yurii Nesterov
    Pages 1-50
  3. Yurii Nesterov
    Pages 51-110
  4. Yurii Nesterov
    Pages 111-170
  5. Yurii Nesterov
    Pages 171-230
  6. Back Matter
    Pages 231-236

About this book

Introduction

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].

Keywords

complexity complexity theory graphs mathematical programming optimization

Authors and affiliations

  • Yurii Nesterov
    • 1
  1. 1.Center of Operations Research and Econometrics, (CORE)Université Catholique de Louvain (UCL)Louvain-la-NeuveBelgium

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4419-8853-9
  • Copyright Information Springer-Verlag US 2004
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-4691-3
  • Online ISBN 978-1-4419-8853-9
  • Series Print ISSN 1384-6485
  • About this book