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Linear programming : foundations and extensions

By: Vanderbei, Robert J
Material type: BookSeries: International series in operations research and management science ; 196.Publisher: New York : Springer, c2014.Edition: 4th ed.Description: xxii, 414 p. : ill. ; 25 cm.ISBN: 978-1461476290Program: ECTE469Subject(s): Linear programming | Mathematical optimization | Game Theory | Convex AnalysisDDC classification: 519.6 Online resources: Location Map
Summary:
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.
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Item type Home library Call number Status Date due Barcode Item holds Course reserves
REGULAR University of Wollongong in Dubai
Main Collection
519.6 VA LI (Browse shelf) Available T0053479

ECTE469 Winter2024

REGULAR University of Wollongong in Dubai
Main Collection
519.6 VA LI (Browse shelf) Available T0053480
Total holds: 0

Includes bibliographical references (p. 449-456) and index.

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.

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.

ECTE469

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