Following Karmarkar's 1984 linear programming algorithm, numerous interior-point algorithms have been proposed for various mathematical programming problems suc

One has to make everything as simple as possible but, never more simple. Albert Einstein Discovery consists of seeing what every body has seen and thinking what

This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programmi

In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major