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Interior Point Approach To Linear, Quadratic And Convex Programming Book

Interior Point Approach To Linear, Quadratic And Convex Programming
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  • Interior Point Approach To Linear, Quadratic And Convex Programming
  • Written by author D. Den Hertog
  • Published by Springer-Verlag New York, LLC, January 1994
  • This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of inter
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Authors

Glossary of symbols and notations
1Introduction of IPMs1
2The logarithmic barrier method9
3The center method73
4Reducing the complexity for LP111
5Discussion of other IPMs145
6Summary, conclusions and recommendations169
App. A Self-concordance proofs175
App. B General technical lemmas187
Bibliography191
Index205


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