A New Paradigm for Primal-dual Interior-point Algorithms

eBook - 2002
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Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity.
Publisher: Princeton, N.J. ; Oxford : Princeton University Press, c2002
ISBN: 9781400825134
Characteristics: 1 online resource (xiii, 185 p.) : ill
Additional Contributors: Roos, Cornelis 1941-
Terlaky, Tamás


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