Linear Programming
Subtitle: Foundations and Extensions (International Series in Operations Research & Management Science)
Edition: 3rd ed. edition
Publisher: Springer
Published: November 16, 2007
Language: eng
Format: Hardcover
Number of pages: 484
ISBN-13: 9780387743875
Subjects: Applied mathematics; Linear Programming; Business & Economics; Business / Economics / Finance; Business/Economics; Applied; Operations Research; Business & Economics / Operations Research; Simplex method; duality; interior-point methods; linear programming/optimization; portfolio optimization; General
First sentence: This book is mostly about a subject called Linear Programming.
Description: "Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization." "The book is carefully written with specific examples and concrete algorithms preceding more abstract topics. Topics are developed with numerical examples worked out in detail." "Moreover, Linear Programming: Foundations and Extensions underscores the purpose of optimization - to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied."--Jacket.
Table of contents: title: Preface
pagenum: xiii; label: Part 1
title: Basic Theory - The Simplex Method and Duality
pagenum: 1; label: 1
title: Introduction
pagenum: 3; label: 2
title: The Simplex Method
pagenum: 13; label: 3
title: Degeneracy
pagenum: 29; label: 4
title: Efficiency of the Simplex Method
pagenum: 45; label: 5
title: Duality Theory
pagenum: 55; label: 6
title: The Simplex Method in Matrix Notation
pagenum: 89; label: 7
title: Sensitivity and Parametric Analyses
pagenum: 111; label: 8
title: Implementation Issues
pagenum: 125; label: 9
title: Problems in General Form
pagenum: 151; label: 10
title: Convex Analysis
pagenum: 161; label: 11
title: Game Theory
pagenum: 173; label: 12
title: Regression
pagenum: 189; label: 13
title: Financial Applications
pagenum: 211; label: Part 2
title: Network-Type Problems
pagenum: 223; label: 14
title: Network Flow Problems
pagenum: 225; label: 15
title: Applications
pagenum: 253; label: 16
title: Structural Optimization
pagenum: 271; label: Part 3
title: Interior-Point Methods
pagenum: 287; label: 17
title: The Central Path
pagenum: 289; label: 18
title: A Path-Following Method
pagenum: 303; label: 19
title: The KKT System
pagenum: 319; label: 20
title: Implementation Issues
pagenum: 327; label: 21
title: The Affine-Scaling Method
pagenum: 345; label: 22
title: The Homogeneous Self-Dual Method
pagenum: 361; label: Part 4
title: Extensions
pagenum: 383; label: 23
title: Integer Programming
pagenum: 385; label: 24
title: Quadratic Programming
pagenum: 407; label: 25
title: Convex Programming
pagenum: 425; label: A
title: Source Listings
pagenum: 437; title: Answers to Selected Exercises
pagenum: 445; title: Bibliography
pagenum: 449; title: Index
pagenum: 457