Interior Point Methods for Linear Optimization

Linear Optimization (LO) is one of the most widely applied and taught techniques in mathematics, with applications in many areas of science, commerce and industry. The dramatically increased interest in the subject is due mainly to advances in computer technology and the development of Interior Poin...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Roos, Cornelis (Autor), Terlaky, Tamás (Autor), Vial, J.-Ph (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer US : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Temas:
Mathematical optimization.
Operations research.
Management science.
Mathematics-Data processing.
Algorithms.
Optimization.
Operations Research, Management Science .
Computational Science and Engineering.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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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