Interior Point Methods for Linear Optimization: Second Edition

The era of interior point methods (IPMs) was initiated by N. Karmarkar s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book offers comprehensive coverage of IPMs. It details the main results of more than a decade [...]
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The era of interior point methods (IPMs) was initiated by N. Karmarkar s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book offers comprehensive coverage of IPMs. It details the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.