Robert J. Vanderbei

Linear Programming

Foundations and Extensions

• Gebundenes Buch

Produktbeschreibung

This Third Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. You ll discover a host of practical business applications as well as non-business applications. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered. The book s accompanying website includes the C programs, JAVA tools, and new online instructional tools and exercises.

Produktdetails

• Verlag: Springer, Berlin
• 3rd ed.
• Seitenzahl: 468
• Erscheinungstermin: Dezember 2007
• Englisch
• Abmessung: 235mm
• Gewicht: 1002g
• ISBN-13: 9780387743875
• ISBN-10: 0387743871
• Artikelnr.: 23020784

Inhaltsangabe

Preface.- Preface to 2nd edition.- Preface to 3rd edition.- Introduction.- The Simplex Method.- Degeneracy.- Efficiency of the Simplex Method.- Duality method.- The Simplex Method in matrix notation.- Sensitivity and parametric analyses.- Implementation issues.- Problems in general form.- Convex analysis.- Game theory.- Regression.- Financial applications.- Network flow 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.- Source listings.- Answers to selected exercises.- Bibliography.- Index.