Primal-dual interior-point methods /

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Bibliographic Details
Author / Creator:Wright, Stephen J., 1960-
Imprint:Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1997.
Description:1 online resource (xx, 289 pages) : illustrations
Language:English
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12577470
Hidden Bibliographic Details
Other authors / contributors:Society for Industrial and Applied Mathematics.
ISBN:9781611971453
1611971454
089871382X
9780898713824
Notes:Title from title screen, viewed 04/05/2011.
Includes bibliographical references (pages 265-280) and index.
Summary: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.
Other form:Print version: 089871382X 9780898713824

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245 1 0 |a Primal-dual interior-point methods /  |c Stephen J. Wright. 
260 |a Philadelphia, Pa. :  |b Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),  |c 1997. 
300 |a 1 online resource (xx, 289 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
500 |a Title from title screen, viewed 04/05/2011. 
504 |a Includes bibliographical references (pages 265-280) and index. 
505 0 |a Preface -- Notation -- Chapter 1. Introduction -- Chapter 2. Background -- Chapter 3. Complexity theory -- Chapter 4. Potential-reduction methods -- Chapter 5. Path-following algorithms -- Chapter 6. Infeasible-interior-point algorithms -- Chapter 7. Superlinear convergence and finite termination -- Chapter 8. Extensions -- Chapter 9. Detecting infeasibility -- Chapter 10. Practical aspects of primal-dual algorithms -- Chapter 11. Implementations -- Appendix A. Basic concepts and results -- Appendix B. Software packages -- Bibliography -- Index. 
520 3 |a 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. 
650 0 |a Interior-point methods.  |0 http://id.loc.gov/authorities/subjects/sh2001008550 
650 0 |a Linear programming. 
650 0 |a Mathematical optimization.  |0 http://id.loc.gov/authorities/subjects/sh85082127 
650 2 |a Programming, Linear  |0 https://id.nlm.nih.gov/mesh/D011382 
650 6 |a Méthodes de points intérieurs. 
650 6 |a Programmation linéaire. 
650 6 |a Optimisation mathématique. 
650 7 |a Interior-point methods  |2 fast 
650 7 |a Linear programming  |2 fast 
650 7 |a Mathematical optimization  |2 fast 
653 |a Primal-dual interior-point methods 
653 |a Linear programming 
653 |a Path-following algorithms 
653 |a Potential-reduction algorithms 
653 |a Infeasible-interior-point algorithms 
653 |a Superlinear convergence 
653 |a Finite termination 
653 |a Mehrotra's predictor-corrector algorithm 
710 2 |a Society for Industrial and Applied Mathematics.  |0 http://id.loc.gov/authorities/names/n79053057 
776 0 8 |i Print version:  |z 089871382X  |z 9780898713824  |w (DLC) 96042071 
856 4 0 |u https://epubs.siam.org/doi/book/10.1137/1.9781611971453  |y Society for Industrial and Applied Mathematics 
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928 |t Library of Congress classification  |a T57.74.W75 1997eb  |l Online  |c UC-FullText  |u https://epubs.siam.org/doi/book/10.1137/1.9781611971453  |z Society for Industrial and Applied Mathematics  |g ebooks  |i 12568854