000 04599nam a22004935i 4500
001 978-0-387-26379-3
003 DE-He213
005 20250710083936.0
007 cr nn 008mamaa
008 100301s2005 xxu| s |||| 0|eng d
020 _a9780387263793
_a99780387263793
024 7 _a10.1007/b100325
_2doi
082 0 4 _a519.6
_223
100 1 _aRoos, Cornelis.
_eauthor.
245 1 0 _aInterior Point Methods for Linear Optimization
_h[recurso electrónico] /
_cby Cornelis Roos, Tamás Terlaky, Jean-Philiipe Vial.
250 _aRevised Edition.
264 1 _aBoston, MA :
_bSpringer US,
_c2005.
300 _aXXIV, 497 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aIntroduction: Theory and Complexity -- Duality Theory for Linear Optimization -- A Polynomial Algorithm for the Self-dual Model -- Solving the Canonical Problem -- The Logarithmic Barrier Approach -- Preliminaries -- The Dual Logarithmic Barrier Method -- The Primal-Dual Logarithmic Barrier Method -- Initialization -- The Target-following Approach -- Preliminaries -- The Primal-Dual Newton Method -- Applications -- The Dual Newton Method -- The Primal Newton Method -- Application to the Method of Centers -- Miscellaneous Topics -- Karmarkar's Projective Method -- More Properties of the Central Path -- Partial Updating -- Higher-Order Methods -- Parametric and Sensitivity Analysis -- Implementing Interior Point Methods.
520 _aLinear Optimization (LO) is one of the most widely applied and taught techniques in mathematics, with applications in many areas of science, commerce and industry. The dramatically increased interest in the subject is due mainly to advances in computer technology and the development of Interior Point Methods (IPMs) for LO. This book provides a unified presentation of the field. The authors present a self-contained comprehensive interior point approach to both the theory of LO and algorithms for LO (design, convergence, complexity, asymptotic behaviour and computational issues). A common thread throughout the book is the role of strictly complementary solutions, which play a crucial role in the interior point approach and distinguishes the new approach from the classical Simplex-based approach. The approach to LO in this book is new in many aspects. In particular the IPM and self-dual model based development of duality theory is surprisingly elegant. The algorithmic part of this book contains a complete discussion of many algorithmic variants, including predictor-corrector methods, partial updating, higher order methods and sensitivity and parametric analysis. The comprehensive coverage of the subject, together with the clarity of presentation, ensures that this book will be an invaluable resource for researchers and professionals who wish to develop their understanding of LO and IPMs. Numerous exercises are provided to help consolidate understanding of the material and more than 45 figures are included to illustrate the characteristics of the algorithms. A general understanding of linear algebra and calculus is assumed. The first chapters provide a self-contained introduction to LO for readers who are unfamiliar with LO methods; however these chapters are also of interest for others who want to have a fresh look at the topic. Audience This book is intended for the optimization researcher community, advanced undergraduate and graduate students who are interested to learn the fundamentals and major variants of Interior Point Methods for linear optimization, who want to have a comprehensive introduction to Interior Point Methods that revolutionized the theory and practice of modern optimization.
650 0 _aMATHEMATICS.
650 0 _aALGORITHMS.
650 0 _aCOMPUTER SCIENCE.
650 0 _aMATHEMATICAL OPTIMIZATION.
650 0 _aOPERATIONS RESEARCH.
650 1 4 _aMATHEMATICS.
650 2 4 _aOPTIMIZATION.
650 2 4 _aOPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650 2 4 _aCOMPUTATIONAL SCIENCE AND ENGINEERING.
650 2 4 _aALGORITHMS.
700 1 _aTerlaky, Tamás.
_eauthor.
700 1 _aVial, Jean-Philiipe.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387263786
856 4 0 _uhttp://dx.doi.org/10.1007/b100325
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c56573
_d56573