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, w...

Full description

Bibliographic Details
Main Author: den Hertog, D.
Format: eBook
Language:English
Published: Dordrecht Springer Netherlands 1994, 1994
Edition:1st ed. 1994
Series:Mathematics and Its Applications
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:XII, 210 p online resource
ISBN:9789401111348