Primal-dual interior-point methods [electronic resource] / Stephen J. Wright.
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| Online Access: |
Full Text (via SIAM) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Philadelphia, Pa. :
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),
1997.
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| Abstract: | 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. |
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| Item Description: | Title from title screen, viewed 04/05/2011. |
| Physical Description: | 1 online resource (xx, 289 pages) : illustrations, digital file. |
| Bibliography: | Includes bibliographical references (pages 265-280) and index. |
| ISBN: | 9781611971453 1611971454 |