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Interior-Point Methodology for Linear Programming: Duality, Sensitivity Analysis and Computational Aspects

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Optimization in Planning and Operation of Electric Power Systems

Abstract

In this paper we use the interior point methodology to cover the main issues in linear programming-duality theory, parametric and sensitivity analysis, and algorithmic and computational aspects. The aim is to provide a global view on the subject matter.

This author completed this work under the support of research grant # 611-304-028 of NWO.

This author completed this work under the support of a research grant of SHELL.

On leave from the Eötvös University, Budapest, and partially supported by OTKA No. 2116.

This author completed this work under the support of research grant # 12-34002.92 of the Fonds National Suisse de la Recherche Scientifique.

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Author information

Authors and Affiliations

  1. Faculty of Technical Mathematics and Computer Science, Delft University of Technology, P.O. Box 5031, 2600 GA, Delft, The Netherlands

    B. Jansen, C. Roos & T. Terlaky

  2. Department of Management Studies Department of SES, University of Geneva, 102 Bd Carl Vogt, CH-1211, Geneva 4, Switzerland

    J.-Ph. Vial

Authors
  1. B. Jansen
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  2. C. Roos
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  3. T. Terlaky
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  4. J.-Ph. Vial
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Editor information

Editors and Affiliations

  1. Institute for Operations Research, University of St. Gallen for Business Administration, Economics, Law and Social Sciences, Bodanstr. 6, CH-9000, St. Gallen, Switzerland

    Karl Frauendorfer

  2. Institute of Electric Power Transmission and High Voltage Technology, ETH-Zentrum, CH-8092, Zurich, Switzerland

    Hans Glavitsch  & Rainer Bacher  & 

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© 1993 Springer-Verlag Berlin Heidelberg

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Jansen, B., Roos, C., Terlaky, T., Vial, JP. (1993). Interior-Point Methodology for Linear Programming: Duality, Sensitivity Analysis and Computational Aspects. In: Frauendorfer, K., Glavitsch, H., Bacher, R. (eds) Optimization in Planning and Operation of Electric Power Systems. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-12646-2_3

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  • DOI: https://doi.org/10.1007/978-3-662-12646-2_3

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0718-9

  • Online ISBN: 978-3-662-12646-2

  • eBook Packages: Springer Book Archive

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