Arc-search techniques for interior-point methods / Yaguang Yang

By:

Yang, Yaguang [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: Boca Raton : CRC Press, [2020]Description: 1 Online-Ressource (1 online resource)ISBN:

1000220338
9781000220339

Subject(s):

Additional physical formats: 9781000220339 | 9780367487287 | 0367487284 | Erscheint auch als: 9781000220339 Druck-Ausgabe | Erscheint auch als: No title Druck-AusgabeDDC classification:

519.7

LOC classification:

QA402.5

Online resources:

Zugang im Netz des KIT

Summary: "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, i.e., the algorithm with the best polynomial bound is the least efficient and the most efficient interior-point algorithm cannot be proved to converge. The book also covers important results since 1990s and the extensions of the arc-search techniques to the general optimization problems, such as convex quadratic programming, linear complementarity problem, and semi-definite programming"--Summary: A potential-reduction algorithm for LP -- Feasible path-following algorithms for LP -- Infeasible interior-point method algorithms for LP -- 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( n̄L) infeasible arc-search algorithm for LP -- An arc-search algorithm for convex quadratic programming -- An arc-search algorithm for QP with box constraints -- An arc-search algorithm for LCP -- An arc-search algorithm for semidefinite programming.PPN: PPN: 1755154607Package identifier: Produktsigel: BSZ-4-NLEBK-KAUB | ZDB-4-NLEBK

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