Theory and algorithms for linear optimization : an interior point approach

Abstract

Partial table of contents: INTRODUCTION: THEORY AND COMPLEXITY. Duality Theory for Linear Optimization. A Polynomial Algorithm for the Skew-Symmetric Model. Solving the Canonical Problem. THE LOGARITHMIC BARRIER APPROACH. The Dual Logarithmic Barrier Method. Initialization. THE TARGET-FOLLOWING APPROACH. The Primal-Dual Newton Method. Application to the Method of Centers. MISCELLANEOUS TOPICS. Karmarkar's Projective Method. More Properties of the Central Path. Partial Updating. High-Order Methods. Parametric and Sensitivity Analysis. Implementing Interior Point Methods. Appendices. Bibliography. Indexes.

Keywords

Interior point methodInitializationMathematicsLogarithmDuality (order theory)SkewAlgorithmParametric statisticsPath (computing)Mathematical optimizationApplied mathematicsComputer scienceDiscrete mathematicsMathematical analysis

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Publication Info

Year: 1997
Type: book
Citations: 519
Access: Closed

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APA Style

                            
                                    C. Roos, 
                                
                                    Tamás Terlaky, 
                                
                                    Jean-Philippe Vial
                                
                            (1997). 
                            Theory and algorithms for linear optimization : an interior point approach. 
                            
                            .