A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (Lecture Notes in Computer Science, 538, Band 538) - Softcover
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Following Karmarkar's 1984 linear programming algorithm, numerous interior-point algorithms have been proposed for various mathematical programming problems such as linear programming, convex quadratic programming and convex programming in general. This monograph presents a study of interior-point algorithms for the linear complementarity problem (LCP) which is known as a mathematical model for primal-dual pairs of linear programs and convex quadratic programs. A large family of potential reduction algorithms is presented in a unified way for the class of LCPs where the underlying matrix has nonnegative principal minors (P0-matrix). This class includes various important subclasses such as positive semi-definite matrices, P-matrices, P*-matrices introduced in this monograph, and column sufficient matrices. The family contains not only the usual potential reduction algorithms but also path following algorithms and a damped Newton method for the LCP. The main topics are global convergence, global linear convergence, and the polynomial-time convergence of potential reduction algorithms included in the family.
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A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (Lecture Notes in Computer Science, 538)
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Following Karmarkar's 1984 linear programming algorithm,numerous interior-point algorithms have been proposed forvarious mathematical programming problems such as linearprogramming, convex quadratic programming and convexprogramming in general. This monograph presents a study ofinterior-point algorithms for the linear complementarityproblem (LCP) which is known as a mathematical model forprimal-dual pairs of linear programs and convex quadraticprograms. A large family of potential reduction algorithmsis presented in a unified way for the class of LCPs wherethe underlying matrix has nonnegative principal minors(P0-matrix). This class includes various importantsubclasses such as positive semi-definite matrices,P-matrices, P\*-matrices introduced in this monograph, andcolumn sufficient matrices. The family contains not only theusual potential reduction algorithms but also path followingalgorithms and a damped Newton method for the LCP. The maintopics are global convergence, global linear convergence,and the polynomial-time convergence of potential reductionalgorithms included in the family. Artikel-Nr. 9783540545095
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A unified Approach to interior Point Algorithms for linear Complementarity Problems. (=Lecture Notes in Computer Science Volume 538).
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Paperback. Zustand: Gut. 108 Seiten Guter Zustand/ Good Ex-Library. With numerous figures. ha1034509 Sprache: Englisch Gewicht in Gramm: 230. Artikel-Nr. 170950
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Taschenbuch. Zustand: Neu. A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems | Masakazu Kojima (u. a.) | Taschenbuch | viii | Englisch | 1991 | Springer | EAN 9783540545095 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Artikel-Nr. 102136622
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A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems
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Zustand: Gut. Zustand: Gut | Sprache: Englisch | Produktart: Bücher | Following Karmarkar's 1984 linear programming algorithm,numerous interior-point algorithms have been proposed forvarious mathematical programming problems such as linearprogramming, convex quadratic programming and convexprogramming in general. This monograph presents a study ofinterior-point algorithms for the linear complementarityproblem (LCP) which is known as a mathematical model forprimal-dual pairs of linear programs and convex quadraticprograms. A large family of potential reduction algorithmsis presented in a unified way for the class of LCPs wherethe underlying matrix has nonnegative principal minors(P0-matrix). This class includes various importantsubclasses such as positive semi-definite matrices,P-matrices, P*-matrices introduced in this monograph, andcolumn sufficient matrices. The family contains not only theusual potential reduction algorithms but also path followingalgorithms and a damped Newton method for the LCP. The maintopics are global convergence, global linear convergence,and the polynomial-time convergence of potential reductionalgorithms included in the family. Artikel-Nr. 866613/203
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