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Interior Point Methods of Mathematical Programming

✍ Scribed by Benjamin Jansen, Cornelis Roos, TamÑs Terlaky (auth.), TamÑs Terlaky (eds.)


Publisher
Springer US
Year
1996
Tongue
English
Leaves
544
Series
Applied Optimization 5
Edition
1
Category
Library

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✦ Synopsis


One has to make everything as simple as possible but, never more simple. Albert Einstein Discovery consists of seeing what everyΒ­ body has seen and thinking what nobody has thought. Albert S. ent_Gyorgy; The primary goal of this book is to provide an introduction to the theory of Interior Point Methods (IPMs) in Mathematical Programming. At the same time, we try to present a quick overview of the impact of extensions of IPMs on smooth nonlinear optimization and to demonstrate the potential of IPMs for solving difficult practical problems. The Simplex Method has dominated the theory and practice of mathematical proΒ­ gramming since 1947 when Dantzig discovered it. In the fifties and sixties several attempts were made to develop alternative solution methods. At that time the prinΒ­ cipal base of interior point methods was also developed, for example in the work of Frisch (1955), Caroll (1961), Huard (1967), Fiacco and McCormick (1968) and Dikin (1967). In 1972 Klee and Minty made explicit that in the worst case some variants of the simplex method may require an exponential amount of work to solve Linear Programming (LP) problems. This was at the time when complexity theory became a topic of great interest. People started to classify mathematical programming probΒ­ lems as efficiently (in polynomial time) solvable and as difficult (NP-hard) problems. For a while it remained open whether LP was solvable in polynomial time or not. The break-through resolution ofthis problem was obtained by Khachijan (1989).

✦ Table of Contents


Front Matter....Pages i-xxi
Front Matter....Pages 1-1
Introduction to the Theory of Interior Point Methods....Pages 3-34
Affine Scaling Algorithm....Pages 35-82
Target-Following Methods for Linear Programming....Pages 83-124
Potential Reduction Algorithms....Pages 125-158
Infeasible-Interior-Point Algorithms....Pages 159-187
Implementation of Interior-Point Methods for Large Scale Linear Programs....Pages 189-252
Front Matter....Pages 253-253
Interior-Point Methods for Classes of Convex Programs....Pages 255-296
Complementarity Problems....Pages 297-367
Semidefinite Programming....Pages 369-398
Implementing Barrier Methods for Nonlinear Programming....Pages 399-414
Front Matter....Pages 415-415
Interior Point Methods for Combinatorial Optimization....Pages 417-466
Interior Point Methods for Global Optimization....Pages 467-500
Interior Point Approaches for the VLSI Placement Problem....Pages 501-528

✦ Subjects


Optimization; Operations Research, Management Science; Operations Research/Decision Theory; Electrical Engineering


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I am a practicing aerospace engineer and I found this book to be useless to me. It has virtually no examples. Yes, it has tons of mathematical derivations, proofs, theorms, etc. But it is useless for the type of Interior-Point problems that I need to solve on a daily basis.