Primal-Dual Interior-Point Methods (Paperback)
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., New York, 1997
- Softcover
- New
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Condition: New
£ 95.62
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Paperback. In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. The major primal-dual algorithms covered are path-following algorithms (short- and long-step, predictor-corrector), potential-reduction algorithms, and infeasible-interior-point algorithms. A unified treatment of superlinear convergence, finite termination and detection of infeasible problems is presented. Issues relevant to practical implementation are also discussed, including sparse linear algebra and a complete specification of Mehrotra's predictor-corrector algorithm. Also treated are extensions of primal-dual algorithms to more general problems such as monotone complementarity, semidefinite programming, and general convex programming problems. Presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. This is an excellent, timely, and well-written work. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…
Seller Inventory # 9780898713824
- Title
- Primal-Dual Interior-Point Methods (Paperback)
- Author
- Stephen J. Wright
- Publisher
- Society for Industrial & Applied Mathematics,U.S., New York
- Publication year
- 1997
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 089871382X
- ISBN 13
- 9780898713824
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Review
'This is a beautifully crafted book on a specialized but very important topic. Primal-dual methods are now recognized by both theoreticians and practitioners as the best available interior-point methods for linear programming. Steve Wright's book is remarkable because it demystifies a very active current research area, synthesizing the important contributions and making the many clever ideas underlying the subject accessible to graduate (or even good undergraduate) students. The book is comprehensive and beautifully written. I could not find a single poorly written sentence or confusing equation. I strongly recommend it to anyone interested in linear programming.' Michael Overton, New York University
'Stephen J. Wright has written an excellent book about primal-dual interior-point methods. The book covers major theoretical developments of the last ten years as well as practical issues related to implementation of the methods. The subject is presented thoroughly, and valuable insight and motivation are also provided. The book can be used as an introduction to interior-point methods for advanced students and is a useful reference book for researchers. I am sure I am going to use the book a lot and cite it often.' Erling D. Andersen, Department of Management, Odense University, Denmark
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AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
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