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(More customer reviews)Yinyu Ye is one of the exponents of Modern Day Interior Point Methods. He is responsible for a class of interior point methods called "Potential Reduction Methods", and you will find a good account of it in this book.
If you are looking for an introduction to interior point methods, I would rather recommend the books by Roos, Vial and Terlaky and Stephen Wright (in that order).
However Yinyu Ye's book certainly deserves a "looking over", if you wish to gain a mastery of interior point methods.
Click Here to see more reviews about: Interior Point Algorithms: Theory and Analysis
The first comprehensive review of the theory and practice of one of today's most powerful optimization techniques.
The explosive growth of research into and development of interior point algorithms over the past two decades has significantly improved the complexity of linear programming and yielded some of today's most sophisticated computing techniques. This book offers a comprehensive and thorough treatment of the theory, analysis, and implementation of this powerful computational tool.
Interior Point Algorithms provides detailed coverage of all basic and advanced aspects of the subject. Beginning with an overview of fundamental mathematical procedures, Professor Yinyu Ye moves swiftly on to in-depth explorations of numerous computational problems and the algorithms that have been developed to solve them. An indispensable text/reference for students and researchers in applied mathematics, computer science, operations research, management science, and engineering, Interior Point Algorithms:
Derives various complexity results for linear and convex programming
Emphasizes interior point geometry and potential theory
Covers state-of-the-art results for extension, implementation, and other cutting-edge computational techniques
Explores the hottest new research topics, including nonlinear programming and nonconvex optimization.
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