Polynomiality of Primal-dual Affine Scaling Algorithms for Nonlinear Complementarity Problems

Polynomiality of Primal-dual Affine Scaling Algorithms for Nonlinear Complementarity Problems PDF Author: Benjamin Jansen
Publisher:
ISBN:
Category :
Languages : en
Pages : 30

Get Book Here

Book Description

Polynomiality of Primal-dual Affine Scaling Algorithms for Nonlinear Complementarity Problems

Polynomiality of Primal-dual Affine Scaling Algorithms for Nonlinear Complementarity Problems PDF Author: Benjamin Jansen
Publisher:
ISBN:
Category :
Languages : en
Pages : 30

Get Book Here

Book Description


Interior Point Techniques in Optimization

Interior Point Techniques in Optimization PDF Author: B. Jansen
Publisher: Springer Science & Business Media
ISBN: 1475755619
Category : Mathematics
Languages : en
Pages : 285

Get Book Here

Book Description
Operations research and mathematical programming would not be as advanced today without the many advances in interior point methods during the last decade. These methods can now solve very efficiently and robustly large scale linear, nonlinear and combinatorial optimization problems that arise in various practical applications. The main ideas underlying interior point methods have influenced virtually all areas of mathematical programming including: analyzing and solving linear and nonlinear programming problems, sensitivity analysis, complexity analysis, the analysis of Newton's method, decomposition methods, polynomial approximation for combinatorial problems etc. This book covers the implications of interior techniques for the entire field of mathematical programming, bringing together many results in a uniform and coherent way. For the topics mentioned above the book provides theoretical as well as computational results, explains the intuition behind the main ideas, gives examples as well as proofs, and contains an extensive up-to-date bibliography. Audience: The book is intended for students, researchers and practitioners with a background in operations research, mathematics, mathematical programming, or statistics.

Afamily of Polynomial Affine Scaling Algorithms for Positive Semi-definite Linear Complementarity Problems

Afamily of Polynomial Affine Scaling Algorithms for Positive Semi-definite Linear Complementarity Problems PDF Author: B. Jansen
Publisher:
ISBN:
Category :
Languages : en
Pages : 30

Get Book Here

Book Description


Primal-Dual Interior-Point Methods

Primal-Dual Interior-Point Methods PDF Author: Stephen J. Wright
Publisher: SIAM
ISBN: 9780898713824
Category : Technology & Engineering
Languages : en
Pages : 318

Get Book Here

Book Description
Presents the major primal-dual algorithms for linear programming. A thorough, straightforward description of the theoretical properties of these methods.

Polynomial Primal-dual Affine Scaling Algorithms in Semidefinite Programming

Polynomial Primal-dual Affine Scaling Algorithms in Semidefinite Programming PDF Author: E. de Klerk
Publisher:
ISBN:
Category :
Languages : en
Pages : 36

Get Book Here

Book Description


Finite-Dimensional Variational Inequalities and Complementarity Problems

Finite-Dimensional Variational Inequalities and Complementarity Problems PDF Author: Francisco Facchinei
Publisher: Springer Science & Business Media
ISBN: 0387218149
Category : Mathematics
Languages : en
Pages : 724

Get Book Here

Book Description
This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.

A Family of Polynomial Affine Scaling Algorithms for Positive Semi-definite Linear Complementarity Problems

A Family of Polynomial Affine Scaling Algorithms for Positive Semi-definite Linear Complementarity Problems PDF Author: B. Jansen
Publisher:
ISBN:
Category :
Languages : en
Pages : 30

Get Book Here

Book Description


A Note on the Primal-dual Affine Scaling Algorithms

A Note on the Primal-dual Affine Scaling Algorithms PDF Author: Levent Tuncel
Publisher:
ISBN:
Category :
Languages : en
Pages : 32

Get Book Here

Book Description


Interior Point Methods of Mathematical Programming

Interior Point Methods of Mathematical Programming PDF Author: Tamás Terlaky
Publisher: Springer Science & Business Media
ISBN: 1461334497
Category : Mathematics
Languages : en
Pages : 544

Get Book Here

Book Description
One has to make everything as simple as possible but, never more simple. Albert Einstein Discovery consists of seeing what every body has seen and thinking what nobody has thought. Albert S. ent_Gyorgy; The primary goal of this book is to provide an introduction to the theory of Interior Point Methods (IPMs) in Mathematical Programming. At the same time, we try to present a quick overview of the impact of extensions of IPMs on smooth nonlinear optimization and to demonstrate the potential of IPMs for solving difficult practical problems. The Simplex Method has dominated the theory and practice of mathematical pro gramming since 1947 when Dantzig discovered it. In the fifties and sixties several attempts were made to develop alternative solution methods. At that time the prin cipal base of interior point methods was also developed, for example in the work of Frisch (1955), Caroll (1961), Huard (1967), Fiacco and McCormick (1968) and Dikin (1967). In 1972 Klee and Minty made explicit that in the worst case some variants of the simplex method may require an exponential amount of work to solve Linear Programming (LP) problems. This was at the time when complexity theory became a topic of great interest. People started to classify mathematical programming prob lems as efficiently (in polynomial time) solvable and as difficult (NP-hard) problems. For a while it remained open whether LP was solvable in polynomial time or not. The break-through resolution ofthis problem was obtained by Khachijan (1989).

Topological Methods in Complementarity Theory

Topological Methods in Complementarity Theory PDF Author: G. Isac
Publisher: Springer Science & Business Media
ISBN: 1475731418
Category : Mathematics
Languages : en
Pages : 691

Get Book Here

Book Description
Complementarity theory is a new domain in applied mathematics and is concerned with the study of complementarity problems. These problems represent a wide class of mathematical models related to optimization, game theory, economic engineering, mechanics, fluid mechanics, stochastic optimal control etc. The book is dedicated to the study of nonlinear complementarity problems by topological methods. Audience: Mathematicians, engineers, economists, specialists working in operations research and anybody interested in applied mathematics or in mathematical modeling.