Interior Point Algorithms: Theory and Analysis

Interior Point Algorithms: Theory and Analysis

Author(s): Yinyu Ye

Published Online: 14 OCT 2011 09:38AM EST

Print ISBN: 9780471174202

Online ISBN: 9781118032701

DOI: 10.1002/9781118032701

About this Book

The first comprehensive review of the theory and practice of one of today's most powerful optimization techniques.

The explosive growth of research into and development of interior point algorithms over the past two decades has significantly improved the complexity of linear programming and yielded some of today's most sophisticated computing techniques. This book offers a comprehensive and thorough treatment of the theory, analysis, and implementation of this powerful computational tool.

Interior Point Algorithms provides detailed coverage of all basic and advanced aspects of the subject. Beginning with an overview of fundamental mathematical procedures, Professor Yinyu Ye moves swiftly on to in-depth explorations of numerous computational problems and the algorithms that have been developed to solve them. An indispensable text/reference for students and researchers in applied mathematics, computer science, operations research, management science, and engineering, Interior Point Algorithms:
* Derives various complexity results for linear and convex programming
* Emphasizes interior point geometry and potential theory
* Covers state-of-the-art results for extension, implementation, and other cutting-edge computational techniques
* Explores the hottest new research topics, including nonlinear programming and nonconvex optimization.

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