《《2016 Intuition behind primal-dual interior-point methods for linear and quadratic programmin》.pdfVIP

INTUITION BEHIND PRIMAL-DUAL INTERIOR-POINT METHODS FOR LINEAR AND QUADRATIC PROGRAMMING PETER CARBONETTO∗ 1. Linear programming. There are whole books devoted to the subject of lin- ear programming. The linear programming problem crops up in all sorts of courses, from mathematical economics to linear algebra. This short monograph cannot pos- sibly supplant any text or course. That being said, I find that most of the texts I have encountered present the key results in such a way that they are stri