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Self-regularity : a new paradigm for primal-dual interior-point algorithms /
Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap b...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. ; Oxford :
Princeton University Press,
©2002.
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| Colección: | Princeton series in applied mathematics.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity. |
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| Descripción Física: | 1 online resource (xiii, 185 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 175-181) and index. |
| ISBN: | 9781400825134 140082513X 1400814529 9781400814527 9780691091938 0691091935 9780691091921 0691091927 |