Kostenloser Versand
Bequem zahlen
Wir sind gerne für Sie da
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.
Produkteigenschaften
- Artikelnummer: 9783540545095
- Medium: Buch
- ISBN: 978-3-540-54509-5
- Verlag: Springer
- Erscheinungstermin: 25.09.1991
- Sprache(n): Englisch
- Auflage: 1. Auflage 1991
- Serie: Lecture Notes in Computer Science
- Produktform: Kartoniert, Paperback
- Gewicht: 195 g
- Seiten: 112
- Format (B x H x T): 155 x 235 x 7 mm
- Ausgabetyp: Kein, Unbekannt
Themen
- Mathematik | Informatik
- Mathematik
- Numerik und Wissenschaftliches Rechnen
- Computeranwendungen in der Mathematik
- Mathematik | Informatik
- Mathematik
- Numerik und Wissenschaftliches Rechnen
- Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik
- Mathematik
- Numerik und Wissenschaftliches Rechnen
- Computeranwendungen in der Mathematik