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E-book
Author Peng, Jiming.

Title Self-regularity : a new paradigm for primal-dual interior-point algorithms / Jiming Peng, Cornelis Roos, and Tamás Terlaky
Published Princeton, N.J. ; Oxford : Princeton University Press, ©2002

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Description 1 online resource (xiii, 185 pages) : illustrations
Series Princeton series in applied mathematics
Princeton series in applied mathematics.
Contents Preface; Acknowledgements; Notation; List of Abbreviations; Chapter 1. Introduction and Preliminaries; Chapter 2. Self-Regular Functions and Their Properties; Chapter 3. Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities; Chapter 4. Interior-Point Methods for Complementarity Problems Based on Self-Regular Proximities; Chapter 5. Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities; Chapter 6. Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities
Summary 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
Bibliography Includes bibliographical references (pages 175-181) and index
Notes In English
Print version record
Subject Mathematical optimization.
Interior-point methods.
Programming (Mathematics)
MATHEMATICS -- Optimization.
MATHEMATICS -- Applied.
Interior-point methods
Mathematical optimization
Programming (Mathematics)
Controleleer.
Zelfregulering.
Algoritmen.
Mathematische programmering.
Form Electronic book
Author Roos, Cornelis, 1941-
Terlaky, Tamás.
ISBN 9781400825134
140082513X
1400814529
9781400814527
9780691091938
0691091935
9780691091921
0691091927