Interior Point Methods for Linear Optimization

Front Cover
Springer Science & Business Media, Feb 8, 2006 - Mathematics - 497 pages
0 Reviews
Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. Karmarkar’s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Theory and Complexity
13
A Polynomial Algorithm for the Selfdual Model
47
Solving the Canonical Problem
71
The Logarithmic Barrier Approach
85
The Dual Logarithmic Barrier Method
107
The PrimalDual Logarithmic Barrier Method 149
148
Initialization
213
The PrimalDual Newton Method
235
More Properties of the Central Path 307
306
Partial Updating
317
HigherOrder Methods
329
Parametric and Sensitivity Analysis
361
Implementing Interior Point Methods 401
400
Appendix A Some Results from Analysis
431
Transformation to canonical form
445
Appendix E The Dikin step algorithm
451

Applications 247
246
The Dual Newton Method
259
The Primal Newton Method
269
Karmarkars Projective Method
289
Bibliography 461
460
Author Index
479
Symbol Index
494
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information