Articles liés à Interior Point Approach to Linear, Quadratic and Convex...

Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity - Couverture souple

Den Hertog, D.

 
9789401044967: Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity
Couverture souple
ISBN 10 : 9401044961 ISBN 13 : 9789401044967
Editeur : Springer, 2012

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2012
Langue
anglais
ISBN 10 
9401044961
ISBN 13 
9789401044967
Reliure
Broché
Nombre de pages
228
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