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Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity (Mathematics and Its Applications, Band 277) - Softcover

Den Hertog, D.

 
9789401044967: Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity (Mathematics and Its Applications, Band 277)
Softcover
ISBN 10: 9401044961 ISBN 13: 9789401044967
Verlag: Springer, 2012

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
9401044961
ISBN 13 
9789401044967
Einband
Taschenbuch
Anzahl der Seiten
228
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