Arkadi Nemirovski

INTRODUCTION TO LINEAR OPTIMIZATION

• Gebundenes Buch

Produktbeschreibung

The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics beingexpressive abilities of LO; geometry of LO - structure of polyhedral sets, LO duality and its applications; traditional LO algorithms - primal and dual simplex methods, and network simplex method; polynomial time solvability of LO via ellipsoid algorithm; conic programming with emphasis on expressing abilities of second order and semidefinite optimization, and polynomial time primal-dual interior point algorithms for linear and semidefinite optimization.

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Produktdetails

• Verlag: World Scientific
• Seitenzahl: 650
• Erscheinungstermin: 25. Januar 2024
• Englisch
• Abmessung: 235mm x 157mm x 39mm
• Gewicht: 1078g
• ISBN-13: 9789811277900
• ISBN-10: 9811277907
• Artikelnr.: 68070564

Inhaltsangabe

Preface
About the Author
Main Notational Conventions
Introduction to LO: Examples of LO Models
Geometry of Linear Optimization: Polyhedral Sets and their Geometry
Theory of Systems of Linear Inequalities and Duality
Classical Algorithms of Linear Optimization: The Simplex Method: Simplex Method
The Network Simplex Algorithm
Complexity of Linear Optimization and the Ellipsoid Method: Polynomial Time Solvability of Linear Optimization
Conic Programming and Interior Point Methods: Conic Programming
Interior Point Methods for LO and Semidefinite Optimization
Appendices: Prerequisites from Linear Algebra
Prerequisites from Real Analysis
Symmetric Matrices
Bibliography
Solutions to Selected Exercises
Index