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Periodical
Mathematical programming computation.
Authors: ---
ISSN: 18672957 18672949 Year: 2009 Publisher: Berlin : Springer-Verlag,

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Abstract

This scholarly journal publishes articles on computational issues in mathematical programming. Articles report on innovative software, comparative tests, modeling environments, libraries of data, and applications. Coverage includes linear programming, convex optimization, nonlinear programming, stochastic and robust optimization, integer programming, combinatorial optimization, network algorithms, and global optimization.


Book
Minimum-volume ellipsoids : theory and algorithms
Authors: --- ---
ISBN: 9781611974379 1611974372 Year: 2016 Volume: 23 Publisher: Philadelphia : Society for Industrial and Applied Mathematics : Mathematical Optimization Society,

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"This book, the first on these topics, addresses the problem of finding an ellipsoid to represent a large set of points in high-dimensional space, which has applications in computational geometry, data representations, and optimal design in statistics. The book covers the formulation of this and related problems, theoretical properties of their optimal solutions, and algorithms for their solution. Due to the high dimensionality of these problems, first-order methods that require minimal computational work at each iteration are attractive. While algorithms of this kind have been discovered and rediscovered over the past fifty years, their computational complexities and convergence rates have only recently been investigated. The optimization problems in the book have the entries of a symmetric matrix as their variables, so the author's treatment also gives an introduction to recent work in matrix optimization." [Publisher]

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