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Interior Point Techniques in Optimization, Complementarity, Sensitivity and Algorithms Book

Interior Point Techniques in Optimization, Complementarity, Sensitivity and Algorithms
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  • Interior Point Techniques in Optimization, Complementarity, Sensitivity and Algorithms
  • Written by author Benjamin Jansen
  • Published by Springer-Verlag New York, LLC, January 1997
  • 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 combina
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Book Categories

Authors

List of Figures
List of Tables
Preface
1Introduction1
2The Theory of Linear Programming13
3Sensitivity Analysis in Linear Programming27
4Sensitivity Analysis in Quadratic Programming57
5Primal-Dual Affine Scaling Methods for Linear Problems71
6Primal-Dual Affine Scaling Methods for Nonlinear Problems101
7Computational Results with Affine Scaling Methods129
8Target-Following for Linear Programming147
9Target-Following for Nonlinear Programming195
10Semidefinite Programming221
11Interior Point Methods in Decomposition241
ATechnical Results249
References253
Index275


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