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Interior Point Approach to Linear, Quadratic and Convex Programming

Name: Interior Point Approach to Linear, Quadratic and Convex Programming
Brand: Springer Netherlands
SKU: 01394325
Price: 45.49 EUR
Availability: InStock
Author: D. den Hertog
ISBN: 9780792327349

Algorithms and Complexity

D. den Hertog

Language

English

Book Hardback

Libristo code: 01394325

Publishers Springer Netherlands, November 1993

This book describes the rapidly developing field of interior point methods (IPMs). An extensive anal... Full description

Libristo code: 01394325

111 b

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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.