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020 _a9780387263793
_9978-0-387-26379-3
024 7 _a10.1007/b100325
_2doi
035 _avtls000330292
039 9 _a201509031106
_bVLOAD
_c201405070451
_dVLOAD
_c201401311336
_dstaff
_c201401311200
_dstaff
_y201401291451
_zstaff
_wmsplit0.mrc
_x712
050 4 _aQA402.5-402.6
100 1 _aRoos, Cornelis.
_eautor
_9302695
245 1 0 _aInterior Point Methods for Linear Optimization /
_cby Cornelis Roos, Tamás Terlaky, Jean-Philiipe Vial.
250 _aRevised Edition.
264 1 _aBoston, MA :
_bSpringer US,
_c2005.
300 _aXXIV, 497 páginas,
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aIntroduction: Theory and Complexity -- Duality Theory for Linear Optimization -- A Polynomial Algorithm for the Self—dual Model -- Solving the Canonical Problem -- The Logarithmic Barrier Approach -- Preliminaries -- The Dual Logarithmic Barrier Method -- The Primal—Dual Logarithmic Barrier Method -- Initialization -- The Target-following Approach -- Preliminaries -- The Primal-Dual Newton Method -- Applications -- The Dual Newton Method -- The Primal Newton Method -- Application to the Method of Centers -- Miscellaneous Topics -- Karmarkar’s Projective Method -- More Properties of the Central Path -- Partial Updating -- Higher-Order Methods -- Parametric and Sensitivity Analysis -- Implementing Interior Point Methods.
520 _aLinear Optimization (LO) is one of the most widely applied and taught techniques in mathematics, with applications in many areas of science, commerce and industry. The dramatically increased interest in the subject is due mainly to advances in computer technology and the development of Interior Point Methods (IPMs) for LO. This book provides a unified presentation of the field. The authors present a self-contained comprehensive interior point approach to both the theory of LO and algorithms for LO (design, convergence, complexity, asymptotic behaviour and computational issues). A common thread throughout the book is the role of strictly complementary solutions, which play a crucial role in the interior point approach and distinguishes the new approach from the classical Simplex-based approach. The approach to LO in this book is new in many aspects. In particular the IPM and self-dual model based development of duality theory is surprisingly elegant. The algorithmic part of this book contains a complete discussion of many algorithmic variants, including predictor-corrector methods, partial updating, higher order methods and sensitivity and parametric analysis. The comprehensive coverage of the subject, together with the clarity of presentation, ensures that this book will be an invaluable resource for researchers and professionals who wish to develop their understanding of LO and IPMs. Numerous exercises are provided to help consolidate understanding of the material and more than 45 figures are included to illustrate the characteristics of the algorithms. A general understanding of linear algebra and calculus is assumed. The first chapters provide a self-contained introduction to LO for readers who are unfamiliar with LO methods; however these chapters are also of interest for others who want to have a fresh look at the topic. Audience This book is intended for the optimization researcher community, advanced undergraduate and graduate students who are interested to learn the fundamentals and major variants of Interior Point Methods for linear optimization, who want to have a comprehensive introduction to Interior Point Methods that revolutionized the theory and practice of modern optimization.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aTerlaky, Tamás.
_eautor
_9302696
700 1 _aVial, Jean-Philiipe.
_eautor
_9302697
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387263786
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b100325
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c278808
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