Yinyu Ye, "Interior Point Algorithms: Theory and Analysis"
English | 1997 | ISBN: 0471174203 | 440 pages | PDF | 12,5 MB
The first comprehensive review of the theory and practice of one of today's most powerful optimization techniques.
The explosive growth of research into and development of interior point algorithms over the past two decades has significantly improved the complexity of linear programming and yielded some of today's most sophisticated computing techniques.