Self-regularity : a new paradigm for primal-dual interior-point algorithms /

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Bibliographic Details
Author / Creator:Peng, Jiming.
Imprint:Princeton, N.J. ; Oxford : Princeton University Press, ©2002.
Description:1 online resource (xiii, 185 pages) : illustrations
Language:English
Series:Princeton series in applied mathematics
Princeton series in applied mathematics.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11194705
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Other authors / contributors:Roos, Cornelis, 1941-
Terlaky, Tamás.
ISBN:9781400825134
140082513X
1400814529
9781400814527
9780691091938
0691091935
9780691091921
0691091927
0691091927
Notes:Includes bibliographical references (pages 175-181) and index.
In English.
Print version record.
Summary:Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity.
Other form:Print version: Peng, Jiming. Self-regularity. Princeton, N.J. ; Oxford : Princeton University Press, ©2002 0691091927 9780691091921
Standard no.:10.1515/9781400825134