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...
Autor principal: | |
---|---|
Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Oxford :
Princeton University Press,
2002.
|
Colección: | Book collections on Project MUSE.
|
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. |
---|---|
Descripción Física: | 1 online resource: illustrations |
ISBN: | 9781400825134 |