This book discusses one of the most recent developments in interior-point methods, the arc-search techniques. Introducing these techniques result in an efficient interior-point algorithm with the lowest polynomial bound, which solves a long-standing issue of the interior-point methods in linear programming.
This book discusses one of the most recent developments in interior-point methods, the arc-search techniques. Introducing these techniques result in an efficient interior-point algorithm with the lowest polynomial bound, which solves a long-standing issue of the interior-point methods in linear programming.
Yaguang Yang received a BSc (1982) and a MSc (1985) from Huazhong University of Science and Technology, China. From 1985 to 1990, he was a lecturer at Zhejiang University in China. In 1996, he received his PhD from the Department of Electrical and Computer Engineering at the University of Maryland, College Park. He proposed and developed arc-search techniques for interior-point methods. He is currently with the US Nuclear Regulatory Commission.
Inhaltsangabe
Preface. SECTION I: LINE SEARCH INTERIOR POINT METHODS FOR LINEAR PROGRAMMING. Introduction. A Potential Reduction Algorithm for LP. Feasible Path Following Algorithms for LP. Infeasible Interior Point Method Algorithms for LP. SECTION II: ARC SEARCH INTERIOR POINT METHODS FOR LINEAR PROGRAMMING. A Feasible Arc Search Algorithm for LP. A MTY Type Infeasible Arc Search Algorithm for LP. A Mehrotra Type Infeasible Arc Search Algorithm for LP. An O(¿nL) Infeasible Arc Search Algorithms for LP. SECTION III:ARC SEARCH INTERIOR POINT METHODS: EXTENSIONS. An Arc Search Algorithm for Convex Quadratic Programming. An Arc Search Algorithms for QP with Box Constraints. An Arc Search Algorithm for LCP. An Arc Search Algorithm for Semidefinite Programming. References. Index.
Preface. SECTION I: LINE SEARCH INTERIOR POINT METHODS FOR LINEAR PROGRAMMING. Introduction. A Potential Reduction Algorithm for LP. Feasible Path Following Algorithms for LP. Infeasible Interior Point Method Algorithms for LP. SECTION II: ARC SEARCH INTERIOR POINT METHODS FOR LINEAR PROGRAMMING. A Feasible Arc Search Algorithm for LP. A MTY Type Infeasible Arc Search Algorithm for LP. A Mehrotra Type Infeasible Arc Search Algorithm for LP. An O(¿nL) Infeasible Arc Search Algorithms for LP. SECTION III:ARC SEARCH INTERIOR POINT METHODS: EXTENSIONS. An Arc Search Algorithm for Convex Quadratic Programming. An Arc Search Algorithms for QP with Box Constraints. An Arc Search Algorithm for LCP. An Arc Search Algorithm for Semidefinite Programming. References. Index.
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