Primal-dual interior-point algorithms for linear programs with many inequality constraints
نویسنده
چکیده
Title of dissertation: PRIMAL-DUAL INTERIOR-POINT ALGORITHMS FOR LINEAR PROGRAMS WITH MANY INEQUALITY CONSTRAINTS Luke Michael Blohm Winternitz, 2010 Dissertation directed by: Professor André L. Tits Department of Electrical and Computer Engineering Linear programs (LPs) are one of the most basic and important classes of constrained optimization problems, involving the optimization of linear objective functions over sets defined by linear equality and inequality constraints. LPs have applications to a broad range of problems in engineering and operations research, and often arise as subproblems for algorithms that solve more complex optimization
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