Linear Programming

Name: Linear Programming
Brand: Springer-Verlag New York Inc.
SKU: 9781461359777
Price: 1215.34 RON
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A Modern Integrated Analysis

Autor: Romesh Saigal

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Legare: Carte broșată

Editura: Springer-Verlag New York Inc.

Disponibilitate: În depozitul extern

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In Linear Programming: A Modern Integrated Analysis , both boundary (simplex) and interior point met...

Informații despre carte

Autor

Romesh Saigal

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2012

Pagini

342

EAN

9781461359777

ISBN

1461359775

Enbook ID

06796532

Editura

Springer-Verlag New York Inc.

Greutate

551

Dimensiuni

155 x 235 x 20

Descriere completă

In Linear Programming: A Modern Integrated Analysis , both boundary (simplex) and interior point methods are derived from the complementary slackness theorem and, unlike most books, the duality theorem is derived from Farkas's Lemma, which is proved as a convex separation theorem. The tedium of the simplex method is thus avoided. §A new and inductive proof of Kantorovich's Theorem is offered, related to the convergence of Newton's method. Of the boundary methods, the book presents the (revised) primal and the dual simplex methods. An extensive discussion is given of the primal, dual and primal-dual affine scaling methods. In addition, the proof of the convergence under degeneracy, a bounded variable variant, and a super-linearly convergent variant of the primal affine scaling method are covered in one chapter. Polynomial barrier or path-following homotopy methods, and the projective transformation method are also covered in the interior point chapter. Besides the popular sparse Cholesky factorization and the conjugate gradient method, new methods are presented in a separate chapter on implementation. These methods use LQ factorization and iterative techniques. §

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Linear Programming

A Modern Integrated Analysis

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