Cetraro, July 1-7, 2007
Interior Point Methods
Prof. Tamas Terlaky, McMaster University, Hamilton, Ontario, Canada
This course give concise introduction to the basic concepts, models and algorithmic paradigms of interior point methods for large classes of optimization problems.
Algorithmic issues and some novel modeling tools are discussed as well.
1) Interior Point Methods (IPMs) for Linear Optimization (LO)
a) Feasible IPMs2) IPMs for Conic Linear Optimization- existence and convergence of the central pathb) Initialization strategies
- conic duality and the central path3) IPMs for Nonlinear Optimization
- IPMs for smooth convex nonlinear optimization