Otro
Affine-scaling interior point method
Author
Lauschke, Andreas
Abstract
Interior point methods have taken the world of linear optimization by storm. Explore the path taken by an affine-scaling interior point method (a variant of Karmarkar's original 1984 primal projection method) for a simple linear optimization problem, defined by constraints, objective function, and initial point Componente Curricular::Educação Superior::Ciências Exatas e da Terra::Matemática