Primal-dual interior-point methods
Stephen J. Wright (Society for Industrial and Applied Mathematics, 1997)
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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. |
 Primal-dual interior-point methods.pdf :: Unduh
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| No. Panggil : | e20451208 |
| Entri utama-Nama orang : | |
| Subjek : | |
| Penerbitan : | Philadelphia: Society for Industrial and Applied Mathematics, 1997 |
| Sumber Pengatalogan: | LibUI eng rda |
| Tipe Konten: | text |
| Tipe Media: | computer |
| Tipe Pembawa: | online resources |
| Deskripsi Fisik: | xx, 289 pages : illustration |
| Tautan: | http://portal.igpublish.com/iglibrary/search/SIAMB0000215.main.html?26 |
| Lembaga Pemilik: | |
| Lokasi: |
| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| e20451208 | 02-17-892212659 | TERSEDIA |
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| Tidak ada ulasan pada koleksi ini: 20451208 |
