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Interior Point Methods of Mathematical Programming (Paperback, Softcover reprint of the original 1st ed. 1996)
Loot Price: R8,150
Discovery Miles 81 500
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Interior Point Methods of Mathematical Programming (Paperback, Softcover reprint of the original 1st ed. 1996)
Series: Applied Optimization, 5
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One has to make everything as simple as possible but, never more
simple. Albert Einstein Discovery consists of seeing what every
body has seen and thinking what nobody has thought. Albert S.
ent_Gyorgy; The primary goal of this book is to provide an
introduction to the theory of Interior Point Methods (IPMs) in
Mathematical Programming. At the same time, we try to present a
quick overview of the impact of extensions of IPMs on smooth
nonlinear optimization and to demonstrate the potential of IPMs for
solving difficult practical problems. The Simplex Method has
dominated the theory and practice of mathematical pro gramming
since 1947 when Dantzig discovered it. In the fifties and sixties
several attempts were made to develop alternative solution methods.
At that time the prin cipal base of interior point methods was also
developed, for example in the work of Frisch (1955), Caroll (1961),
Huard (1967), Fiacco and McCormick (1968) and Dikin (1967). In 1972
Klee and Minty made explicit that in the worst case some variants
of the simplex method may require an exponential amount of work to
solve Linear Programming (LP) problems. This was at the time when
complexity theory became a topic of great interest. People started
to classify mathematical programming prob lems as efficiently (in
polynomial time) solvable and as difficult (NP-hard) problems. For
a while it remained open whether LP was solvable in polynomial time
or not. The break-through resolution ofthis problem was obtained by
Khachijan (1989)."
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