Interior Point Techniques in Optimization

Complementarity, Sensitivity and Algorithms

By:

B. Jansen

Format:

Hardback

Series:

Applied Optimization

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Description

Operations research and mathematical programming would not be as advanced today without the many advances in interior point methods during the last decade. These methods can now solve very efficiently and robustly large scale linear, nonlinear and combinatorial optimization problems that arise in various practical applications. The main ideas underlying interior point methods have influenced virtually all areas of mathematical programming including: analyzing and solving linear and nonlinear programming problems, sensitivity analysis, complexity analysis, the analysis of Newton's method, decomposition methods, polynomial approximation for combinatorial problems etc. This book covers the implications of interior techniques for the entire field of mathematical programming, bringing together many results in a uniform and coherent way. For the topics mentioned above the book provides theoretical as well as computational results, explains the intuition behind the main ideas, gives examples as well as proofs, and contains an extensive up-to-date bibliography.

Release date Australia

January 31st, 1997

Author

B. Jansen

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

XIV, 280 p.

Pages

280

Series

Applied Optimization

Dimensions

156x234x17

ISBN-13

9780792344308

Product ID

2051481

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