Interior point algorithms : theory and analysis. /
Yinyu Ye.
- New York : Wiley, c1997.
- xvi, 418 p. : ill. ; 25 cm.
- Wiley-Interscience series in discrete mathematics and optimization .
Includes bibliographical references (p. 365-408) and index.
Contents: Introduction and preliminaries -- Geometry of convex inequalities -- Computation of analytic center -- Linear programming algorithms -- Worst-case analysis -- Average-case analysis -- Asymptotic analysis -- Convex optimization -- Nonconvex optimization -- Implementation issues.