Linear Programming: Foundations and Extensions

3rd Auflage Softcover version of original hardcover Auflage 2008
ISBN: 978-1-4419-4497-9
Verlag: Springer Nature Singapore

Buch, Englisch, Band 114, 468 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 733 g

Reihe: International Series in Operations Research & Management Science

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.

Zielgruppe

Research

Autoren/Hrsg.

Vanderbei, Robert J.

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Algorithmen & Datenstrukturen
• Mathematik | Informatik Mathematik Operations Research

Inhaltsverzeichnis

Basic Theory—The Simplex Method and Duality.- 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.- Network Flow Problems.- Applications.- Structural Optimization.- Interior-Point Methods.- The Central Path.- A Path-Following Method.- The KKT System.- Implementation Issues.- The Affine-Scaling Method.- The Homogeneous Self-Dual Method.- Extensions.- Integer Programming.- Quadratic Programming.- Convex Programming.