Pivot v/s interior point methods: pros and cons
- Date: 10/24/2007
Tamás Terlaky (McMaster University)
University of Calgary
Linear Optimization (Programming) is probably the most successful and
most intensively studied model in applied mathematics. First we give a
survey of the governing algorithmic principles that lead to design
Pivot and Interior Point Methods (IPMs).
The major part of the presentation reviews the pros and cons of pivot
and interior point methods. We consider both theoretical and numerical
issues, complexity, software, applicability to solve integer programs,
sensitivity analysis and generalizability to nonlinear optimization.
Joint work with Tibor Illés.
PIMS Distinguished Lecture 2007