Potential Function Methods for Approximately Solving Linear Programming Problems: Theory and Practice

✍ Scribed by Daniel Bienstock (auth.)

• Publisher: Springer US
• Year: 2002
• Tongue: English
• Leaves: 132
• Series: International Series in Operations Research & Management Science 53
• Edition: 1
• Category: Library

✦ Synopsis

Potential Function Methods For Approximately Solving Linear Programming Problems breaks new ground in linear programming theory. The book draws on the research developments in three broad areas: linear and integer programming, numerical analysis, and the computational architectures which enable speedy, high-level algorithm design. During the last ten years, a new body of research within the field of optimization research has emerged, which seeks to develop good approximation algorithms for classes of linear programming problems. This work both has roots in fundamental areas of mathematical programming and is also framed in the context of the modern theory of algorithms. The result of this work, in which Daniel Bienstock has been very much involved, has been a family of algorithms with solid theoretical foundations and with growing experimental success. This book will examine these algorithms, starting with some of the very earliest examples, and through the latest theoretical and computational developments.

✦ Table of Contents

Front Matter....Pages i-xix
Early Algorithms....Pages 1-25
The Exponential Potential Function - key Ideas....Pages 27-49
Recent Developments....Pages 51-72
Computational Experiments Using the Exponential Potential Function Framework....Pages 73-110
Back Matter....Pages 103-111

✦ Subjects

Calculus of Variations and Optimal Control; Optimization; Optimization; Operations Research, Mathematical Programming; Operations Research/Decision Theory