Interior Point Methods for Linear Optimization

Interior Point Methods for Linear Optimization

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Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. Karmarkara€™s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.Leading linear and conic-linear optimization software packages, such as MOSEK7 and SeDuMi8 are developed on the ... package CPLEX9 includes the embedding model as a proposed option to solve difficult practical problems. ... for obtaining the a€ Solution Manuala€ for the exercises and getting access to a user forum.

Title:Interior Point Methods for Linear Optimization
Author: Cornelis Roos, Tamás Terlaky, J.-Ph. Vial
Publisher:Springer Science & Business Media - 2006

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