Speaker: | Maria Gonzales Lima |
Simon Bolivar University, Caracas | |
Venezuela | |
(Visitor at the Dept. COO, the University of Waterloo) |
Title: Primal-Dual Interior-Point Methods for Linear Programming: extensions and applications.
l-Dual Interior-Point Methods have been extensively used and studied for linear programming problems. In this talk, we will review these methods. Based on a particular primal-dual IPM applied to management sciences applications we will present some extensions as the study of the proximity measures and their computational role, the identification of unbounded variables in the solution set and nonlinear programming.