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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...

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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

MARC

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245 1 0 |a Self-Regularity :   |b A New Paradigm for Primal-Dual Interior-Point Algorithms /   |c Jiming Peng, Cornelis Roos, and Tamás Terlaky. 
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505 0 |a Preface; Acknowledgements; Notation; List of Abbreviations; Chapter 1. Introduction and Preliminaries; Chapter 2. Self-Regular Functions and Their Properties; Chapter 3. Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities; Chapter 4. Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities; Chapter 5. Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities; Chapter 6. Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities. 
520 |a 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. 
546 |a In English. 
588 |a Description based on print version record. 
650 1 7 |a Mathematische programmering.  |2 gtt 
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650 7 |a Programming (Mathematics)  |2 fast  |0 (OCoLC)fst01078701 
650 7 |a Mathematical optimization.  |2 fast  |0 (OCoLC)fst01012099 
650 7 |a Interior-point methods.  |2 fast  |0 (OCoLC)fst00976414 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Optimization.  |2 bisacsh 
650 6 |a Programmation (Mathematiques) 
650 6 |a Methodes de points interieurs. 
650 6 |a Optimisation mathematique. 
650 0 |a Programming (Mathematics) 
650 0 |a Interior-point methods. 
650 0 |a Mathematical optimization. 
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700 1 |a Terlaky, Tamás. 
700 1 |a Roos, Cornelis,  |d 1941- 
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