Optional Lecture 3 : Interior Point Method
نویسنده
چکیده
This file of notes serves as a reference for Zeyuan himself about the materials to be delivered in class. It copies a lot of materials from Prof Michel X. Goemans’ lecture notes on 6.854 in 1994, (see http: //www-math.mit.edu/~goemans/notes-lp.ps), and Prof Sven O. Krumke’s report on interior point methods (see http://optimierung.mathematik.uni-kl.de/~krumke/Notes/interior-lecture. pdf). Ye’s interior point algorithm achieves the best known asymptotic running time in the literature, and this presentation incorporates some simplifications made by Freund.
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