Cargando…

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...

Descripción completa

Detalles Bibliográficos
Autor principal: Peng, Jiming
Otros Autores: Terlaky, Tamás, Roos, Cornelis, 1941-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford : Princeton University Press, 2002.
Colección:Book collections on Project MUSE.
Temas:
Acceso en línea:Texto completo
Descripción
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