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Interior Point Methods for Linear Optimization

Cornelis Roos, Tamás Terlaky, and Jean-Philippe Vial
Publisher: 
Springer Verlag
Publication Date: 
2006
Number of Pages: 
497
Format: 
Hardcover
Edition: 
2
Price: 
69.95
ISBN: 
0-387-26378-0
Category: 
Monograph
We do not plan to review this book.

 List of figures.- List of tables.- Preface.- Acknowledgements.- Introduction.- I. Introdcution: Theory and Complexity.- Duality Theory for Linear Optimization.- A Polynomial Algorithm for the Self-dual Model.- Solving the Canonical Problem.- II. The Logatithmic Barrier Approach.- Preliminaries.- The Dual Logarithmic Barrier Method.- The Primal-Dual Logarithmic Barrier Method.- Initialization.- III. 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.- IV. 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.- Appendices.- Bibliography.- Author Index.- Subject Index.- Symbol Index.

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