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Interior Point Techniques in Optimization : Complementarity, Sensitivity and Algorithms - B. Jansen

Interior Point Techniques in Optimization

Complementarity, Sensitivity and Algorithms

By: B. Jansen

Hardcover Published: 31st January 1997
ISBN: 9780792344308
Number Of Pages: 280

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Operations research and mathematical programming would not be as advanced today without the many advances in interior point methods during the last decade. These methods can now solve very efficiently and robustly large scale linear, nonlinear and combinatorial optimization problems that arise in various practical applications. The main ideas underlying interior point methods have influenced virtually all areas of mathematical programming including: analyzing and solving linear and nonlinear programming problems, sensitivity analysis, complexity analysis, the analysis of Newton's method, decomposition methods, polynomial approximation for combinatorial problems etc. This book covers the implications of interior techniques for the entire field of mathematical programming, bringing together many results in a uniform and coherent way. For the topics mentioned above the book provides theoretical as well as computational results, explains the intuition behind the main ideas, gives examples as well as proofs, and contains an extensive up-to-date bibliography.
Audience: The book is intended for students, researchers and practitioners with a background in operations research, mathematics, mathematical programming, or statistics.

List of Figures
List of Tables
Preface
Introductionp. 1
The Theory of Linear Programmingp. 13
Sensitivity Analysis in Linear Programmingp. 27
Sensitivity Analysis in Quadratic Programmingp. 57
Primal-Dual Affine Scaling Methods for Linear Problemsp. 71
Primal-Dual Affine Scaling Methods for Nonlinear Problemsp. 101
Computational Results with Affine Scaling Methodsp. 129
Target-Following for Linear Programmingp. 147
Target-Following for Nonlinear Programmingp. 195
Semidefinite Programmingp. 221
Interior Point Methods in Decompositionp. 241
Technical Resultsp. 249
Referencesp. 253
Indexp. 275
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792344308
ISBN-10: 0792344308
Series: Applied Optimization
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 280
Published: 31st January 1997
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 23.4 x 15.6  x 1.91
Weight (kg): 1.32