Self-Regularity : : A New Paradigm for Primal-Dual Interior-Point Algorithms / / Jiming Peng, Tamás Terlaky, Cornelis Roos.

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 b...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton Series in Applied Mathematics eBook-Package
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2009]
©2003
Year of Publication:2009
Edition:Course Book
Language:English
Series:Princeton Series in Applied Mathematics ; 22
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Physical Description:1 online resource (208 p.)
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Table of Contents:
  • Frontmatter
  • Contents
  • Preface
  • Acknowledgments
  • Notation
  • List of Abbreviations
  • Chapter 1. Introduction and Preliminaries
  • Chapter 2. Self-Regular Functions and Their Properties
  • Chapter 3. Primal-Dual Algorithms for Linear Optimization Based on Self-Regular Proximities
  • Chapter 4. Interior-Point Methods for Complementarity Problems Based on Self- Regular Proximities
  • Chapter 5. Primal-Dual Interior-Point Methods for Semidefinite Optimization Based on Self-Regular Proximities
  • Chapter 6. Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities
  • Chapter 7. Initialization: Embedding Models for Linear Optimization, Complementarity Problems, Semidefinite Optimization and Second-Order Conic Optimization
  • Chapter 8. Conclusions
  • References
  • Index