Interior Point Methods for Linear Optimization : Second Edition

Second Edition

By: Cornelis Roos, Tamas Terlaky, J.-Ph. Vial

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Hardcover | 1 September 2005 | Edition Number 2

At a Glance

Hardcover
524 Pages

Edition Type
Revised

Dimensions(cm)
23.5 x 15.88 x 1.91

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Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. Karmarkar's 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.

Industry Reviews

From the reviews of the second edition:

"The second edition of this successful book on interior point methods for linear optimization appears eight years after the first one. It presents a unified framework for these algorithms and it is a comprehensive treatment of linear optimization from the perspective of interior point methods. ... The presentation is clear and comprehensible, but concise, it comes along with many examples and illustrations ... . Almost all aspects of interior point methods are discussed in this highly recommendable book ... ." (Petra Huhn, Mathematical Methods of Operations Research, Vol. 65 (1), 2007)

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Introduction	p. 1
Duality theory for linear optimization	p. 15
A polynomial algorithm for the self-dual model	p. 47
Solving the canonical problem	p. 71
Preliminaries	p. 87
The dual logarithmic barrier method	p. 107
The primal-dual logarithmic barrier method	p. 149
Initialization	p. 213
Preliminaries	p. 219
The primal-dual Newton method	p. 235
Applications	p. 247
The dual Newton method	p. 259
The primal Newton method	p. 269
Application to the method of centers	p. 277
Karmarkar's projective method	p. 289
More properties of the central path	p. 307
Partial updating	p. 317
Higher-order methods	p. 329
Parametric and sensitivity analysis	p. 361
Implementing interior point methods	p. 401
Some results from analysis	p. 431
Pseudo-inverse of a matrix	p. 433
Some technical lemmas	p. 435
Transformation to canonical form	p. 445
The Dikin step algorithm	p. 451
Table of Contents provided by Blackwell. All Rights Reserved.

Interior Point Methods for Linear Optimization : Second Edition

Second Edition

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

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