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Interior-Point Methods And Modern Optimization Codes, Goran Lesaja
Interior-Point Methods And Modern Optimization Codes, Goran Lesaja
Department of Mathematical Sciences Faculty Publications
During the last fifteen years we have witnessed an explosive development in the area of optimization theory due to the introduction and development of interior-point methods. This development has quickly led to the development of new and more efficient optimization codes. In this paper, the basic elements of interior-point methods for linear programming will be discussed as well as extensions to convex programming, complementary problems, and semidefinite programming. Interior-point methods are polynomial and effective algorithms based on Newton 's method. Since they have been introduced, the classical distinction between linear programming methods, based on the simplex algorithm, and those methods …