Linear Programming: Foundations and Extensions

Name: Linear Programming: Foundations and Extensions
Brand: Springer
SKU: 9780792381419
Price: 1106.25 RON
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Autor: Robert J. Vanderbei

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Editura: Springer

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This book focuses largely on constrained optimization. It begins with a substantial treatment of lin...

Informații despre carte

Autor

Robert J. Vanderbei

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

1998

Pagini

418

EAN

9780792381419

ISBN

0792381416

Enbook ID

01397452

Editura

Springer

Greutate

1350

Dimensiuni

155 x 235 x 24

Descriere completă

This book focuses largely on constrained optimization. It begins with a substantial treatment of linear programming and proceeds to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Along the way, dynamic programming and the linear complementarity problem are touched on as well. This book aims to be the first introduction to the topic. Specific examples and concrete algorithms precede more abstract topics. Nevertheless, topics covered are developed in some depth, a large number of numerical examples worked out in detail, and many recent results are included, most notably interior-point methods. The exercises at the end of each chapter both illustrate the theory, and, in some cases, extend it. Optimization is not merely an intellectual exercise: its purpose is to solve practical problems on a computer. Accordingly, the book comes with software that implements the major algorithms studied. At this point, software for the following four algorithms is available: The two-phase simplex method The primal-dual simplex method The path-following interior-point method The homogeneous self-dual methods. Pds. /LIST Pds. .

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