Skip to Main Content
Introduction to Linear Optimization and Extensions with MATLAB®
book

Introduction to Linear Optimization and Extensions with MATLAB®

by Roy H. Kwon
September 2013
Intermediate to advanced content levelIntermediate to advanced
362 pages
8h 44m
English
CRC Press
Content preview from Introduction to Linear Optimization and Extensions with MATLAB®
6
Interior Point Methods
6.1 Introduction
In this chapter, we consider a class of methods for linear programming that
finds an optimal solution by going through the interior of the feasible set as
opposed to traversing extreme points as in the simplex method. This class of
methods goes by the name of interior point methods referring to the strat-
egy of going through the interior of the feasible set. Interior point methods
have become an important part of the optimization landscape over the last
twenty years, and for linear programming these methods have become very
competitive with the simplex method.
The general appeal of interior point methods is that ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

MATLAB Optimization Techniques

MATLAB Optimization Techniques

César Pérez López
Practical Financial Optimization: A Library of GAMS Models

Practical Financial Optimization: A Library of GAMS Models

Stavros Zenios, Andrea Consiglio, Soren S Nielson

Publisher Resources

ISBN: 9781439862636