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portada Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity
Type
Physical Book
Author
Publisher
Language
English
Pages
210
Format
Paperback
Dimensions
23.4 x 15.6 x 1.2 cm
Weight
0.33 kg.
ISBN13
9789401044967
Categories

Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity

D. Den Hertog (Author) · Springer · Paperback

Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity - Den Hertog, D.

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Synopsis "Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity"

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.

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