Interior point methods for linear optimization /

Interior point methods for linear optimization /

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Bibliographic Details
Author / Creator:	Roos, Cornelis, 1941-
Edition:	2nd ed.
Imprint:	New York : Springer, c2006.
Description:	xxiv, 497 p. : ill. ; 24 cm.
Language:	English
Subject:	Linear programming. Interior-point methods. Mathematical optimization. Algorithms. Algorithms. Interior-point methods. Linear programming. Mathematical optimization.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/6094885

Hidden Bibliographic Details
Other uniform titles:	Terlaky, Tamás. Vial, J. P. Roos, Cornelis, 1941- Theory and algorithms for linear optimization.
ISBN:	9780387263786 9780387263793 (e-book) 0387263780 (alk. paper) 0387263799 (e-book)
Notes:	Rev. ed. of: Theory and algorithms for linear optimization. c1997. Includes bibliographical references and indexes.

Table of Contents:

1. Introduction
2. Duality theory for linear optimization
3. A polynomial algorithm for the self-dual model
4. Solving the canonical problem
5. Preliminaries
6. The dual logarithmic barrier method
7. The primal-dual logarithmic barrier method
8. Initialization
9. Preliminaries
10. The primal-dual Newton method
11. Applications
12. The dual Newton method
13. The primal Newton method
14. Application to the method of centers
15. Karmarkar's projective method
16. More properties of the central path
17. Partial updating
18. Higher-order methods
19. Parametric and sensitivity analysis
20. Implementing interior point methods
App. A. Some results from analysis
App. B. Pseudo-inverse of a matrix
App. C. Some technical lemmas
App. D. Transformation to canonical form
App. E. The Dikin step algorithm.