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Interior Point Approach to Linear, Quadratic and Convex Programming

  • Fester Einband
  • 228 Seiten
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This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-followin... Weiterlesen
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Beschreibung

This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of interior point methods, follow the central path, which is an analytic curve defined by the problem. Relatively simple and elegant proofs for polynomiality are given. The theory is illustrated using several explicit examples. Moreover, an overview of other classes of IPMs is given. It is shown that all these methods rely on the same notion as the path-following methods: all these methods use the central path implicitly or explicitly as a reference path to go to the optimum. For specialists in IPMs as well as those seeking an introduction to IPMs. The book is accessible to any mathematician with basic mathematical programming knowledge.

Inhalt

Glossary of Symbols and Notations. 1. Introduction of IPMs. 2. The logarithmic barrier method. 3. The center method. 4. Reducing the complexity for LP. 5. Discussion of other IPMs. 6. Summary, conclusions and recommendations. Appendices: A. Self-concordance proofs. B. General technical lemmas. Bibliography. Index.

Produktinformationen

Titel: Interior Point Approach to Linear, Quadratic and Convex Programming
Untertitel: Algorithms and Complexity
Autor:
EAN: 9780792327349
ISBN: 0792327349
Format: Fester Einband
Herausgeber: Springer Netherlands
Genre: Mathematik
Anzahl Seiten: 228
Gewicht: 512g
Größe: H241mm x B160mm x T17mm
Jahr: 1994
Auflage: 1994

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