Cornelis Roos,
Tamás Terlaky,
J.-Ph. Vial
Interior Point Methods for Linear Optimization
Gebonden Engels 2005 2005e druk 9780387263786Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. Karmarkar’s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.
Specificaties
ISBN13:9780387263786
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:497
Uitgever:Springer US
Druk:2005
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Inhoudsopgave
Introduction: Theory and Complexity.- Duality Theory for Linear Optimization.- A Polynomial Algorithm for the Self—dual Model.- Solving the Canonical Problem.- The Logarithmic Barrier Approach.- Preliminaries.- The Dual Logarithmic Barrier Method.- The Primal—Dual Logarithmic Barrier Method.- Initialization.- The Target-following Approach.- Preliminaries.- The Primal-Dual Newton Method.- Applications.- The Dual Newton Method.- The Primal Newton Method.- Application to the Method of Centers.- Miscellaneous Topics.- Karmarkar’s Projective Method.- More Properties of the Central Path.- Partial Updating.- Higher-Order Methods.- Parametric and Sensitivity Analysis.- Implementing Interior Point Methods.
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