Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms

by Tamás Terlaky, Jiming Peng, Cornelis Roos

Book Overview

Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the...

• Format: Paperback
• Language: English
• ISBN: 0691091935
• ISBN13: 9780691091938
• Release Date: October 2002
• Publisher: Princeton University Press
• Length: 208 Pages
• Weight: 0.67 lbs.
• Dimensions: 0.5" x 6.2" x 9.3"