Theory and Algorithms for Linear Optimization: An Interior Point Approach

by Cornelis Roos, Tamás Terlaky

Linear Optimization (LO) is a widely taught and used mathematical technique that can also be applied to areas of science, commerce and industry. Because of advances in computer technology and developments in the field of interior point methods (IPM), problems that could not be solved years ago (because of lengthy time requirements) can now be solved in minutes by way of IPM approach to both the theory of LO and algorithms for LO (design, convergence, complexity and asymptotic behavior). Numerous exercises are provided to aid in understanding the material.

508 pages, Hardcover

First published March 4, 1997