Interior point techniques in optimization: complementarity, sensitivity and algorithms
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Dordrecht [u.a.]
Kluwer
1997
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| Series: | Applied optimization
6 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 277 S. graph. Darst. |
| ISBN: | 0792344308 |
Staff View
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Record in the Search Index
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| adam_text | INTERIOR POINT TECHNIQUES IN OPTIMIZATION COMPLEMENTARITY, SENSITIVITY
AND ALGORITHMS BY BENJAMIN JANSEN CENTRE FOR QUANTITATIVE METHODS CQM
B.V., EINDHOVEN, THE NETHERLANDS KLUWER ACADEMIC PUBLISHERS DORDRECHT /
BOSTON / LONDON CONTENTS LIST OF FIGURES LIST OF TABLES PREFACE IX XI
XLLL 1 INTRODUCTION 1 1.1 HISTORICAL BACKGROUND 1 1.2 SCOPE OF THE BOOK
4 1.3 NOTATIONAL PRELIMINARIES AND ABBREVIATIONS 10 2 THE THEORY OF
LINEAR PROGRAMMING 13 2.1 COMPLEMENTARITY AND V-SPACE 13 2.2 DUALITY
THEORY FOR SKEW-SYMMETRIC SELF-DUAL LP-S 17 2.3 DUALITY THEORY FOR
GENERAL LP-S 24 2.4 CONCLUDING REMARKS 26 3 SENSITIVITY ANALYSIS IN
LINEAR PROGRAMMING 27 3.1 INTRODUCTION 27 3.2 ILLUSTRATIVE EXAMPLE 28
3.3 OPTIMAL VALUE FUNCTIONS, OPTIMAL SETS AND OPTIMAL PARTI- TIONS 31
3.4 USING OPTIMAL BASES 36 3.5 USING OPTIMAL PARTITIONS 42 3.6 USING
OPTIMAL VALUES 52 VI INTERIOR POINT TECHNIQUES IN OPTIMIZATION 3.7
COMPUTATIONAL RESULTS 53 3.8 CONCLUDING REMARKS 55 4 SENSITIVITY
ANALYSIS IN QUADRATIC PROGRAMMING 57 4.1 INTRODUCTION 57 4.2 THE
PARAMETRIC PROBLEM 58 4.3 COMPUTING THE OPTIMAL VALUE FUNCTION 62 4.4
APPLICATION TO MEAN-VARIANCE MODEIS 68 4.5 CONCLUDING REMARKS 68 5
PRIMAL-DUAL AFFINE SCALING METHODS FOR LINEAR PROBLEMS 71 5.1
INTRODUCTION 71 5.2 LOGARITHMIC BARRIER AND AFFINE SCALING 72 5.3 THE
PRIMAL-DUAL DIKIN-AFFINE SCALING ALGORITHM 76 5.4 USING CORRECTOR STEPS
88 5.5 CONCLUDING REMARKS 99 6 PRIMAL-DUAL AFFINE SCALING METHODS FOR
NONLINEAR PROBLEMS 101 6.1 INTRODUCTION 101 6.2 PROBLEM STATEMENT AND
SEARCH-MAPPINGS 103 6.3 A FAMILY OF AFFINE SEARCH-DIRECTIONS 108 6.4
CONVERGENCE ANALYSIS 109 6.5 SMOOTHNESS CONDITIONS 119 6.6 OTHER
PRIMAL-DUAL AFFINE SCALING DIRECTIONS 126 6.7 CONCLUDING REMARKS 127 7
COMPUTATIONAL RESULTS WITH AFFINE SCALING METHODS 129 7.1 INTRODUCTION
129 7.2 IMPLEMENTATIONAL ASPECTS 129 7.3 CONVEX REGRESSION PROBLEMS 134
7.4 MAXIMAL ENTROPY DISTRIBUTIONS 138 7.5 MAXIMUM LIKELIHOOD ESTIMATION
140 7.6 CONCLUDING REMARKS 143 CONIENTS VII 8 TARGET-FOLLOWING FOR
LINEAR PROGRAMMING 147 8.1 INTRODUCTION 147 8.2 SHORT-STEP PRIMAL-DUAL
ALGORITHMS FOR LP 150 8.3 LONG-STEP PRIMAL-DUAL ALGORITHMS FOR LP 181
8.4 CONCLUDING REMARKS 193 9 TARGET-FOLLOWING FOR NONLINEAR PROGRAMMING
195 9.1 INTRODUCTION 195 9.2 CONVEX PROGRAMMING 196 9.3 VARIATIONAL
INEQUALITIES WITH MONOTONE OPERATORS 209 9.4 CONCLUDING REMARKS 219 10
SEMIDEFINITE PROGRAMMING 221 10.1 INTRODUCTION 221 10.2 NONCONVEX
QUADRATIC OPTIMIZATION OVER ELLIPSOIDS 223 10.3 COMPUTING THE SMALLEST
EIGENVALUE OF A SYMMETRIE MATRIX 230 10.4 CONCLUDING REMARKS 239 11
INTERIOR POINT METHODS IN DECOMPOSITION 241 11.1 METHODOLOGY 241 11.2
BENDERS DECOMPOSITION 243 11.3 PARETO-OPTIMAL CUTS 244 11.4 CONCLUDING
REMARKS 247 A TECHNICAL RESULTS 249 REFERENCES 253 INDEX 275
|
| any_adam_object | 1 |
| author | Jansen, Benjamin |
| author_facet | Jansen, Benjamin |
| author_role | aut |
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| building | Verbundindex |
| bvnumber | BV011562049 |
| callnumber-first | Q - Science |
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| callnumber-raw | QA402.5.J36 1997 |
| callnumber-search | QA402.5.J36 1997 |
| callnumber-sort | QA 3402.5 J36 41997 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 420 SK 870 |
| ctrlnum | (OCoLC)36170768 (DE-599)BVBBV011562049 |
| dewey-full | 519.721 519.7 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.7 21 519.7 |
| dewey-search | 519.7 21 519.7 |
| dewey-sort | 3519.7 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV011562049 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:11:53Z |
| institution | BVB |
| isbn | 0792344308 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007785738 |
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| physical | XIV, 277 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Kluwer |
| record_format | marc |
| series | Applied optimization |
| series2 | Applied optimization |
| spelling | Jansen, Benjamin Verfasser aut Interior point techniques in optimization complementarity, sensitivity and algorithms by Benjamin Jansen Dordrecht [u.a.] Kluwer 1997 XIV, 277 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Applied optimization 6 Métodos de pontos interiores larpcal Programação linear larpcal Programação matemática larpcal Interior-point methods Linear programming Mathematical optimization Innere-Punkte-Methode (DE-588)4352322-5 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Optimierung (DE-588)4043664-0 s DE-604 Innere-Punkte-Methode (DE-588)4352322-5 s Applied optimization 6 (DE-604)BV010841718 6 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007785738&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jansen, Benjamin Interior point techniques in optimization complementarity, sensitivity and algorithms Applied optimization Métodos de pontos interiores larpcal Programação linear larpcal Programação matemática larpcal Interior-point methods Linear programming Mathematical optimization Innere-Punkte-Methode (DE-588)4352322-5 gnd Optimierung (DE-588)4043664-0 gnd |
| subject_GND | (DE-588)4352322-5 (DE-588)4043664-0 |
| title | Interior point techniques in optimization complementarity, sensitivity and algorithms |
| title_auth | Interior point techniques in optimization complementarity, sensitivity and algorithms |
| title_exact_search | Interior point techniques in optimization complementarity, sensitivity and algorithms |
| title_full | Interior point techniques in optimization complementarity, sensitivity and algorithms by Benjamin Jansen |
| title_fullStr | Interior point techniques in optimization complementarity, sensitivity and algorithms by Benjamin Jansen |
| title_full_unstemmed | Interior point techniques in optimization complementarity, sensitivity and algorithms by Benjamin Jansen |
| title_short | Interior point techniques in optimization |
| title_sort | interior point techniques in optimization complementarity sensitivity and algorithms |
| title_sub | complementarity, sensitivity and algorithms |
| topic | Métodos de pontos interiores larpcal Programação linear larpcal Programação matemática larpcal Interior-point methods Linear programming Mathematical optimization Innere-Punkte-Methode (DE-588)4352322-5 gnd Optimierung (DE-588)4043664-0 gnd |
| topic_facet | Métodos de pontos interiores Programação linear Programação matemática Interior-point methods Linear programming Mathematical optimization Innere-Punkte-Methode Optimierung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007785738&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV010841718 |
| work_keys_str_mv | AT jansenbenjamin interiorpointtechniquesinoptimizationcomplementaritysensitivityandalgorithms |