High performance optimization

List of Figures. List of Tables. Preface. Contributing Authors. Part I: Theory and Algorithms of Semidefinite Programming J.F. Sturm. 1. Introduction. 2. Duality. 3. Polynomiality of Path-following Methods. 4. Self-Dual Embedding Technique. 5. Properties of the Central Path. 6. Superlinear Convergence. 7. Central Region Methods. Part II: Linear, Quadratic, Semidefinite Programming and Beyond. 8. An Implementation of the Homogeneous Algorithm E.D. Andersen, K.D. Andersen. 9. A Simplified Correctness Proof for Interior Point Algorithm S.A. Vavasis, Y. Ye. 10. New Analysis of Newton Methods for LCP J. Peng, et al. 11. Numerical Evaluation of SDPA K. Fujisawa, et al. 12. Robust Modeling of Multi-Stage Portfolio Problems A. Ben-Tal, et al. 13. An Interior Point SQP Parallel B&B Method. 14. Solving Linear Ordering Problems J.E. Mitchell, B. Borchers. 15. Finite Element Methods for Solving Parabolic Inverse Problems Y.L. Keung, J. Zou. 16. Error Bounds For Quadratic Systems Z.-Q. Luo, J.F. Sturm. 17. Squared Functional Systems and Optimization Problems Y. Nesterov. 18. Interior Point Methods: Current Status and Future Directions R.M. Freund, S. Mizuno. Index.