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Interior Point Approach to Linear, Quadratic and Convex Programming

Algorithms and Complexity

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Kurzbeschreibung

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.

Details
Schlagworte

Titel: Interior Point Approach to Linear, Quadratic and Convex Programming
Autoren/Herausgeber: D. den Hertog
Aus der Reihe: Mathematics and Its Applications
Ausgabe: Softcover reprint of the original 1st ed. 1994

ISBN/EAN: 9789401044967

Seitenzahl: 210
Format: 24 x 16 cm
Produktform: Taschenbuch/Softcover
Gewicht: 371 g
Sprache: Englisch

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