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Linear Programming: Foundations and Extensions

Autor Robert J Vanderbei
en Limba Engleză Hardback – 31 dec 1996
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.£/LIST£.
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    Specificații

    ISBN-13: 9780792398042
    ISBN-10: 0792398041
    Pagini: 418
    Ilustrații: XVIII, 418 p.
    Dimensiuni: 160 x 241 x 29 mm
    Greutate: 0.82 kg
    Ediția:1997 edition
    Editura: Springer Us
    Locul publicării:New York, NY, United States

    Public țintă

    Research

    Recenzii

    `Vanderbei's book is thoroughly modern. Vanderbei's book has many novel features. Some nice features. This book has style. Overall, I greatly enjoyed reviewing this book, and I highly recommend it as a textbook for an advanced undergraduate or master's level course in linear programming, particularly for courses in an engineering environment. In addition, it also is a good reference book for interior point methods as well as for implementation and computational aspects of linear programming. This is an excellent new book.'
    Robert Freund, (MIT) in Optima, 56 (1997)
    `In conclusion, Vanderbei's book gives an excellent introduction to linear programminbg, especially the algorithmic side of the subject. The book is highly recommended for both self study and as teaching material.'
    Optima, 58 (1998)

    Descriere

    Descriere de la o altă ediție sau format:
    This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Readers will discover a host of practical business applications as well as non-business applications.
    Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's website. The website also includes new online instructional tools and exercises.

    Cuprins

    Introduction.- 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.- Applications.- Structural Optimization.- The Central Path.- A Path-Following Method.- The KKT System.- Implementation Issues.- The Affine-Scaling Method.- The Homogeneous Self-Dual Method.- Integer Programming.- Quadratic Programming.- Convex Programming.

    Notă biografică

    Robert J. Vanderbei is Professor of Operations Research and Financial Engineering, and Department Chair, OR and Financial Engineering at Princeton University. His research interests are in algorithms for nonlinear optimization and their application to problems arising in engineering and science. Application areas of interest focus mainly on inverse Fourier transform optimization problems and action minimization problems with a special interest in applying these techniques to the design of NASA’s terrestrial planet finder space telescope.

    Textul de pe ultima copertă

    This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Readers will discover a host of practical business applications as well as non-business applications.
    Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's website. The website also includes new online instructional tools and exercises.

    Caracteristici

    Complete updating of bestselling text in the field
    Includes online chapter problems at author website
    Significant new material about the average-case behavior of the various algorithms covered