Interior Point Methods for Linear Optimization

作者: Tamás Terlaky , Cornelis Roos , J. P Vial

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摘要: List of figures.- tables.- Preface.- Acknowledgements.- Introduction.- I. Introdcution: Theory and Complexity.- Duality for Linear Optimization.- A Polynomial Algorithm the Self-dual Model.- Solving Canonical Problem.- II. The Logatithmic Barrier Approach.- Preliminaries.- Dual Logarithmic Method.- Primal-Dual Initialization.- III. Target-Following Newton Applications.- Primal Application to Method Centers.- IV. Miscellaneous Topics.- Karmarkar's Projective More Properties Central Path.- Partial Updating.- Higher-Order Methods.- Parametric Sensitivity Analysis.- Implementing Interior Point Appendices.- Bibliography.- Author Index.- Subject Symbol Index.

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