Introductory Lectures on Convex Optimization

1. Front Matter

   Pages i-xviii

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2. Nonlinear Optimization

   • Yurii Nesterov

   Pages 1-50

3. Smooth Convex Optimization

   • Yurii Nesterov

   Pages 51-110

4. Nonsmooth Convex Optimization

   • Yurii Nesterov

   Pages 111-170

5. Structural Optimization

   • Yurii Nesterov

   Pages 171-230

6. Back Matter

   Pages 231-236

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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].

• complexity
• complexity theory
• graphs
• mathematical programming
• optimization

• Center of Operations Research and Econometrics, (CORE), Université Catholique de Louvain (UCL), Louvain-la-Neuve, Belgium

  Yurii Nesterov

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