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Primal-Dual Interior-Point Methods free ebook download

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Mathematics

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Catalogue

Author(s):	Wright, Stephen J.

Date:	January 1, 1987	Format:	pdf	Language:	English	ISBN/ASIN:	089871382X
Pages:	309	OCR:		Quality:		ISBN13:	9780898713824
Uploader:	tvladb77	Upload Date:	11/21/2023 12:00:01 PM

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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.

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Primal-Dual Interior-Point Methods free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics