Primal-dual interior-point methods
| Main Author: | Wright, Stephen J., 1960- , author |
|---|---|
| Format: | Book Thesis |
| Terbitan: |
Society for Industrial and Applied Mathematics
, 1997
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| Subjects: | |
| Online Access: |
http://lib.ui.ac.id/file?file=digital/2017-5/20451208-Primal-dual interior-point methods.pdf |
Daftar Isi:
- 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.