Linear programming : foundations and extensions /

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 optimi...

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Bibliographic Details
Main Author: Vanderbei, Robert J. (Author)
Format: Book
Language:English
Published: New York : Springer, [2013]
Edition:Fourth edition
Series:International series in operations research & management science ; 196
Subjects:
Table of Contents:
  • The simplex method
  • Degeneracy
  • Efficiency of the simplex method
  • Duality theory
  • THe simplex method in matrix notation
  • Sensitivity and parametric analysts
  • Implementation issues
  • Problems in general form
  • Convex analysis
  • Game theory
  • Regression
  • Financial applications
  • Network flow problems
  • Applications
  • Structural optimization
  • The central pub
  • A path-following method
  • The KKT system
  • Implementation issues for interior-point methods
  • The affine-scaling method
  • The homogeneous self-dual method
  • Integer programming
  • Quadratic programming
  • Convex programming