Primal-dual interior-point methods /

Primal-dual interior-point methods /

Saved in:

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:	Interior-point methods. Linear programming. Mathematical optimization. Programming, Linear Interior-point methods Linear programming Mathematical optimization
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

Table of Contents:

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.