Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity by D. den HertogInterior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity by D. den Hertog

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

byD. den Hertog

Paperback | October 10, 2012

Pricing and Purchase Info

$144.09 online 
$150.50 list price
Earn 720 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

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.
Title:Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and ComplexityFormat:PaperbackDimensions:210 pagesPublished:October 10, 2012Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9401044961

ISBN - 13:9789401044967

Reviews

Table of Contents

Glossary of Symbols and Notations. 1. Introduction of IPMs. 2. The logarithmic barrier method. 3. The center method. 4. Reducing the complexity for LP. 5. Discussion of other IPMs. 6. Summary, conclusions and recommendations. Appendices: A. Self-concordance proofs. B. General technical lemmas. Bibliography. Index.