Interior Point Methods for Linear Optimization
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- Artikel-Nr.: 10332910
Beschreibung
List of figures.- List of tables.- Preface.- Acknowledgements.- Introduction.- I. Introdcution: Theory and Complexity.- Duality Theory for Linear Optimization.- A Polynomial Algorithm for the Self-dual Model.- Solving the Canonical Problem.- II. The Logatithmic Barrier Approach.- Preliminaries.- The Dual Logarithmic Barrier Method.- The Primal-Dual Logarithmic Barrier Method.- Initialization.- III. 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.- IV. 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.- Bibliography.- Author Index.- Subject Index.- Symbol Index.
Eigenschaften
Breite: | 161 |
Gewicht: | 930 g |
Höhe: | 239 |
Länge: | 31 |
Seiten: | 497 |
Sprachen: | Englisch |
Autor: | Cornelis Roos, J.-Ph. Vial, Tamás Terlaky |
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