Interior Point Methods for Linear Optimization

Interior Point Methods for Linear Optimization by Cornelis Roos , Tamás Terlaky , Jean-Philiipe Vial
English | PDF | 2005 | 500 Pages | ISBN : 0387263780 | 19.7 MB
Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. Karmarkar’s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.