Convex programming

Robert J. Vanderbei

doi:10.1007/978-3-030-39415-8_25

Convex programming

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

In the last chapter, we saw that small modifications to the primal–dual interior-point algorithm allow it to be applied to quadratic programming problems as long as the quadratic objective function is convex. In this chapter, we shall go further and allow the objective function to be a general (smooth) convex function. In addition, we shall allow the feasible region to be any convex set given by a finite collection of convex inequalities.

Original language	English (US)
Title of host publication	International Series in Operations Research and Management Science
Publisher	Springer
Pages	433-443
Number of pages	11
DOIs	https://doi.org/10.1007/978-3-030-39415-8_25
State	Published - 2020

Publication series

Name	International Series in Operations Research and Management Science
Volume	285
ISSN (Print)	0884-8289
ISSN (Electronic)	2214-7934

All Science Journal Classification (ASJC) codes

Software
Computer Science Applications
Strategy and Management
Management Science and Operations Research
Applied Mathematics

Access to Document

10.1007/978-3-030-39415-8_25

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Cite this

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