Interior Point Methods for Linear Optimization

Interior Point Methods for Linear Optimization by Cornelis Roos, Tamás Terlaky, J.-Ph. Vial.

Linear Optimization (LO) is one of the most widely applied and taught techniques in mathematics, with applications in many areas of science, commerce and industry. The dramatically increased interest in the subject is due mainly to advances in computer technology and the development of Interior Poin...

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Bibliographic Details
Main Authors: Roos, Cornelis (Author), Terlaky, Tamás (Author), Vial, J.-Ph (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Springer eBook Collection.
Subjects:
Mathematical optimization.
Operations research.
Management science.
Computer mathematics.
Algorithms.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Introduction: Theory and Complexity
  • Duality Theory for Linear Optimization
  • A Polynomial Algorithm for the Self—dual Model
  • Solving the Canonical Problem
  • The Logarithmic 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.

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