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An open source object oriented platform for rapid design of high performance path following interior-point methods

<p> Interior point methods (IPMs) is a powerful tool in convex optimization. From
the theoretical point of view, the convex set of feasible solutions is represented
by a so-called barrier functional and the only information required by the
algorithms is the evaluation of the barrier, its gradient and Hessian. As a
result, IPM algorithms can be used for many types of convex problems and
their theoretical performance depends on the properties of the barrier. In
practice, performance depends on how the data structure is exploited at the
linear algebra level. In this thesis, we make use of the object-oriented paradigm
supported by C++ to create a platform where the aforementioned generality
of IPM algorithms is valued and the possibility to exploit the data structure
is available. We will illustrate the power of such an approach on optimization
problems arrising in the field of Radiation Therapy, in particular Intensity
Modulated Radiation Therapy. </p> / Thesis / Master of Science (MSc)

Identiferoai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/21282
Date January 2008
CreatorsChiş, Voicu
ContributorsTerlaky, Tamas, Zinchenko, Yuriy, Mathematics and Statistics
Source SetsMcMaster University
LanguageEnglish
Detected LanguageEnglish

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