The Resource A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems, by Masakazu Kojima, Nimrod Megiddo, Toshihito Noma, Akiko Yoshise, (electronic resource)

A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems, by Masakazu Kojima, Nimrod Megiddo, Toshihito Noma, Akiko Yoshise, (electronic resource)

Label
A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems
Title
A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems
Statement of responsibility
by Masakazu Kojima, Nimrod Megiddo, Toshihito Noma, Akiko Yoshise
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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
Member of
http://library.link/vocab/creatorName
Kojima, Masakazu
Image bit depth
0
LC call number
QA297-299.4
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Megiddo, Nimrod.
  • Noma, Toshihito.
  • Yoshise, Akiko.
  • SpringerLink
Series statement
Lecture Notes in Computer Science,
Series volume
538
http://library.link/vocab/subjectName
  • Mathematics
  • Systems theory
  • Numerical analysis
  • Mathematical optimization
  • Mathematics
  • Numerical Analysis
  • Systems Theory, Control
  • Calculus of Variations and Optimal Control; Optimization
Label
A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems, by Masakazu Kojima, Nimrod Megiddo, Toshihito Noma, Akiko Yoshise, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Summary -- The class of linear complementarity problems with P 0-matrices -- Basic analysis of the UIP method -- Initial points and stopping criteria -- A class of potential reduction algorithms -- Proofs of convergence theorems
Dimensions
unknown
Extent
VIII, 112 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783540384267
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/3-540-54509-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-38426-7
Label
A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems, by Masakazu Kojima, Nimrod Megiddo, Toshihito Noma, Akiko Yoshise, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Summary -- The class of linear complementarity problems with P 0-matrices -- Basic analysis of the UIP method -- Initial points and stopping criteria -- A class of potential reduction algorithms -- Proofs of convergence theorems
Dimensions
unknown
Extent
VIII, 112 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783540384267
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/3-540-54509-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-38426-7

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