Interior Point Techniques in Optimization

Complementarity, Sensitivity and Algorithms

  • Benjamin Jansen

Part of the Applied Optimization book series (APOP, volume 6)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Benjamin Jansen
    Pages 1-11
  3. Benjamin Jansen
    Pages 13-26
  4. Benjamin Jansen
    Pages 27-55
  5. Benjamin Jansen
    Pages 57-69
  6. Benjamin Jansen
    Pages 147-194
  7. Benjamin Jansen
    Pages 195-219
  8. Benjamin Jansen
    Pages 221-239
  9. Benjamin Jansen
    Pages 241-247
  10. Back Matter
    Pages 249-279

About this book

Introduction

Operations research and mathematical programming would not be as advanced today without the many advances in interior point methods during the last decade. These methods can now solve very efficiently and robustly large scale linear, nonlinear and combinatorial optimization problems that arise in various practical applications. The main ideas underlying interior point methods have influenced virtually all areas of mathematical programming including: analyzing and solving linear and nonlinear programming problems, sensitivity analysis, complexity analysis, the analysis of Newton's method, decomposition methods, polynomial approximation for combinatorial problems etc. This book covers the implications of interior techniques for the entire field of mathematical programming, bringing together many results in a uniform and coherent way. For the topics mentioned above the book provides theoretical as well as computational results, explains the intuition behind the main ideas, gives examples as well as proofs, and contains an extensive up-to-date bibliography.
Audience: The book is intended for students, researchers and practitioners with a background in operations research, mathematics, mathematical programming, or statistics.

Keywords

Approximation Newton's method algorithms calculus combinatorial optimization complexity linear optimization nonlinear optimization operations research optimization quadratic programming statistics

Authors and affiliations

  • Benjamin Jansen
    • 1
  1. 1.Centre for Quantitative Methods CQM B.V.EindhovenThe Netherlands

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-5561-9
  • Copyright Information Springer-Verlag US 1997
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-4772-7
  • Online ISBN 978-1-4757-5561-9
  • Series Print ISSN 1384-6485
  • About this book