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Convex Programming

In: Linear Programming

Author

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  • Robert J. Vanderbei

    (Princeton University)

Abstract

In the last chapter, we saw that small modifications to the primal–dual interiorpoint 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.

Suggested Citation

  • Robert J. Vanderbei, 2008. "Convex Programming," International Series in Operations Research & Management Science, in: Linear Programming, edition 3, chapter 0, pages 425-435, Springer.
    • Handle: RePEc:spr:isochp:978-0-387-74388-2_25
    DOI: 10.1007/978-0-387-74388-2_25
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