Interior Point Methods for Linear Optimization

Cornelis Roos, Tamás Terlaky, Jean-Philippe Vial

500 pages, parution le 04/11/2005 (2^eme édition)

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Résumé

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.

Written for: Advanced undergraduate and graduate students who are interested to learn the fundamentals and major variants of Interior Point Methods for linear optimization; optimization researchers

L'auteur - Cornelis Roos

Cornelis Roos holds joint professorships at Delft University of Technology and Leiden University. He is an editor of several journals, coauthor of more than 100 papers, and coauthor (with Tamás Terlaky and Jean-Philippe Vial) of Theory and Algorithms for Linear Optimization.

L'auteur - Tamás Terlaky

Tamás Terlaky is Professor in the Department of Computing and Software at McMaster University, founding Editor in Chief of Optimization and Engineering, coauthor of more than 100 papers, and an editor of several journals and two books.

Sommaire

Introdcution: Theory and Complexity
- Duality Theory for Linear Optimization
- A Polynomial Algorithm for the Self-dual Model
- Solving the Canonical Problem
The Logatithmic Barrier Approach
- Preliminaries
- The Dual Logarithmic Barrier Method
- The Primal-Dual Logarithmic Barrier Method
- Initialization
The Target-Following Approach
- Preliminaries
- The Primal-Dual Newton Method
- Applications
- The Dual Newton Method
- The Primal Newton Method
- Application to the Method of Centers
Miscellaneous Topics
- Karmarkar's Projective Method
- More Properties of the Central Path
- Partial Updating
- Higher-Order Methods
- Parametric and Sensitivity Analysis
- Implementing Interior Point Methods
- Appendices

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Cornelis Roos, Tamás Terlaky, Jean-Philippe Vial
Parution	04/11/2005
Édition	2^eme édition
Nb. de pages	500
Format	16 x 24
Couverture	Relié
Poids	785g
Intérieur	Noir et Blanc
EAN13	9780387263786