Development of Interior-Point Methods
Document Type
Presentation
Presentation Date
9-27-2000
Abstract or Description
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 talk, 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. With their introduction, the classical distinction between linear programming methods, based on the simplex algorithm and methods of nonlinear programming has largely disappeared. Also, a brief overview of some implementation issues and some modern optimization codes based on interior-point methods will be presented. By now, there are no doubts that for large-scale linear programming problems these new optimization codes are very often more efficient than classical optimization codes based on the simplex method.
Sponsorship/Conference/Institution
International Conference on Operational Research (KOI)
Location
Rovinj, Croatia
Recommended Citation
Lesaja, Goran.
2000.
"Development of Interior-Point Methods."
Department of Mathematical Sciences Faculty Presentations.
Presentation 313.
https://digitalcommons.georgiasouthern.edu/math-sci-facpres/313
