Primal-dual Interior-point Methods (Paperback)

In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. This is an excellent, timely, and well-written work. The major primal-dual algorithms covered in this book are path-following algorithms (short- and long-step, predictor-corrector), potential-reduction algorithms, and infeasible-interior-point algorithms. A unified treatment of superlinear convergence, finite termination, and detection of infeasible problems is presented. Issues relevant to practical implementation are also discussed, including sparse linear algebra and a complete specification of Mehrotra's predictor-corrector algorithm. Also treated are extensions of primal-dual algorithms to more general problems such as monotone complementarity, semidefinite programming, and general convex programming problems.

General

Imprint:	Society For Industrial & Applied Mathematics,U.S.
Country of origin:	United States
Release date:	1987
Authors:	Stephen J Wright
Dimensions:	229 x 152 x 17mm (L x W x T)
Format:	Paperback - Trade
Pages:	309
ISBN-13:	978-0-89871-382-4
Categories:	Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Science & Mathematics > Mathematics > Optimization > Linear programming
LSN:	0-89871-382-X
Barcode:	9780898713824

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