A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems - Lecture Notes in Computer Science 538 (Paperback)
  • A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems - Lecture Notes in Computer Science 538 (Paperback)
zoom

A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems - Lecture Notes in Computer Science 538 (Paperback)

(author), (author), (author), (author)
£53.99
Paperback 112 Pages / Published: 25/09/1991
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540545095
Number of pages: 112
Weight: 410 g
Dimensions: 233 x 155 x 6 mm
Edition: 1991 ed.

You may also be interested in...

Linear Algebra
Added to basket
£31.49
Paperback
Mathematics for Economics and Finance
Added to basket
Pharmaceutical Calculations Workbook
Added to basket
Probability and Random Processes
Added to basket
Chaos: A Very Short Introduction
Added to basket
Networks: A Very Short Introduction
Added to basket
Mathematics for Economists
Added to basket
Probability
Added to basket
£26.49
Paperback
Chaos
Added to basket
£10.99
Paperback
Mathematics for Economics and Business
Added to basket
Biomeasurement
Added to basket
£28.99
Paperback
Core Maths for the Biosciences
Added to basket
Mathematical Techniques
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.