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Primal-dual Interior-point Methods
Stephen J. Wright
€ 106.22
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Description for Primal-dual Interior-point Methods
Paperback.
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 ... Read more
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 ... Read more
Product Details
Publisher
Society for Industrial & Applied Mathematics,U.S. United States
Number of pages
309
Format
Paperback
Publication date
1987
Condition
New
Number of Pages
309
Place of Publication
New York, United States
ISBN
9780898713824
SKU
V9780898713824
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
Reviews for Primal-dual Interior-point Methods
'The current hottest topic in optimization is interior-point methods. Steve Wright, a renowned expert in optimization, has written a truly excellent introduction to this topic. We have used this book in a term-long seminar. It was immediately obvious that this book is both comprehensive and 'very readable' to both experts and students new to this area. The book is not ... Read more