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Introduction to the Theory of Interior Point Methods

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Book cover Interior Point Methods of Mathematical Programming

Part of the book series: Applied Optimization ((APOP,volume 5))

Abstract

We discuss the basic concepts of interior point methods for linear programming, viz., duality, the existence of a strictly complementary solution, analytic centers and the central path with its properties. To solve the initialization problem we give an embedding of the primal and the dual problem in a skew-symmetric self-dual reformulation that has an obvious initial interior point. Finally, we consider the topic of interior point based sensitivity analysis.

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Author information

Authors and Affiliations

  1. Faculty of Technical Mathematics and Computer Science, Delft University of Technology, Mekelweg 4, 2628 CD, Delft, Netherlands

    Benjamin Jansen, Cornelis Roos & Tamás Terlaky

Authors
  1. Benjamin Jansen
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  2. Cornelis Roos
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  3. Tamás Terlaky
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Editor information

Editors and Affiliations

  1. Delft University of Technology, The Netherlands

    Tamás Terlaky

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© 1996 Kluwer Academic Publishers

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Jansen, B., Roos, C., Terlaky, T. (1996). Introduction to the Theory of Interior Point Methods. In: Terlaky, T. (eds) Interior Point Methods of Mathematical Programming. Applied Optimization, vol 5. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3449-1_1

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  • DOI: https://doi.org/10.1007/978-1-4613-3449-1_1

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-3451-4

  • Online ISBN: 978-1-4613-3449-1

  • eBook Packages: Springer Book Archive

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