Linear Programming: Foundations and Extensions: 114 - Brossura

Vanderbei, Robert J

Brossura

ISBN 10: 1441944974 ISBN 13: 9781441944979

Casa editrice: Springer, 2010

Riassunto

Introduces the latest theory and applications in optimization, emphasizing constrained optimization. You’ll find a host of practical business applications and non-business applications. The book offers free C programs to implement the major algorithms covered.

Su questo libro

Recensione

From the reviews of the third edition:

"Robert Vanderbei’s textbook on linear programming, now in its third edition, builds on many of the approaches used by Chvátal and includes up-to-date coverage of a number of topics, including interior point methods, that have become important in the 25 years since the publication of Chvátal’s book. Vanderbei’s book is divided into four parts. ... suitable for use in a first course in linear programming covering the simplex method at the advanced undergraduate or graduate level." (Brian Borchers, MathDL, May, 2008)

Contenuti

Basic Theory―The Simplex Method and Duality.- The Simplex Method.- Degeneracy.- Efficiency of the Simplex Method.- Duality Theory.- The Simplex Method in Matrix Notation.- Sensitivity and Parametric Analyses.- Implementation Issues.- Problems in General Form.- Convex Analysis.- Game Theory.- Regression.- Financial Applications.- Network-Type Problems.- Network Flow Problems.- Applications.- Structural Optimization.- Interior-Point Methods.- The Central Path.- A Path-Following Method.- The KKT System.- Implementation Issues.- The Affine-Scaling Method.- The Homogeneous Self-Dual Method.- Extensions.- Integer Programming.- Quadratic Programming.- Convex Programming.

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 2010
• ISBN 10: 1441944974
• ISBN 13: 9781441944979
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 488