scientific article; zbMATH DE number 1017028
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Publication:4339096
asymptotic behaviourcomplexityconvergenceinterior point methodsKarmarkar's projective methodlinear optimizationlinear programminglogarithmic barrier approachtarget following approachtextbook
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical mathematical programming methods (65K05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Linear programming (90C05) Interior-point methods (90C51)
This is the second edition of the highly successful book on the theory and algorithms for linear optimization. The book is not simply a collection of research papers. It is a comprehensive treatment of the area. It presents a unified framework for the interior point methods (IPMs), a new approach for solving linear programming problems grown out of \textit{N. Karmarkar}'s seminal work [Combinatorica 4, 373-395 (1984; Zbl 0557.90065)]. Practically all aspects of IPMs are discussed including convergence, complexity, asymptotic behaviour and the key issues of implementation. The four main parts of the book cover theory and complexity, the logarithmic barrier approach, the target following approach and miscellanous topics. The latter contains such valuable chapters like Karmarkar's projective method, high-order methods and parametric and sensitivity analysis. The book is mostly based on the research results of the authors but it includes all relevant material from other researchers. It is equally suitable for students and researchers interested in the area. The dependence graph of the chapters is a useful guide for readers at every level.
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- A corrector-predictor interior-point method with new search direction for linear optimization
- A new wide neighborhood primal-dual second-order corrector algorithm for linear optimization
- A generic kernel function for interior point methods
- A new primal-dual interior-point method for semidefinite optimization based on a parameterized kernel function
- A full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-linear complementarity problems
- Use of barrier functions for optimal correction of improper problems of linear programming of the 1st kind
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- Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients
- An infeasible full NT-step interior point method for circular optimization
- A primal-dual interior-point algorithm for symmetric optimization based on a new kernel function with trigonometric barrier term yielding the best known iteration bounds
- Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
- On an inverse linear programming problem
- Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone
- Interior-point algorithms for \(P_{*}(\kappa )\)-LCP based on a new class of kernel functions
- Complexity of large-update interior point algorithm for \(P_{*}(\kappa )\) linear complementarity problems
- New complexity analysis of IIPMs for linear optimization based on a specific self-regular function
- An infeasible interior-point algorithm with full-Newton step for linear optimization
- A sparse proximal implementation of the LP dual active set algorithm
- Dual versus primal-dual interior-point methods for linear and conic programming
- On the symmetry function of a convex set
- Solving two-stage stochastic programming problems with level decomposition
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- Primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function
- Generation of degenerate linear programming problems
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- Complexity analysis of interior-point methods for linear optimization based on some conditions on kernel function
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