Linear Programming

Foundations and Extensions
3., rd Auflage 2008
ISBN: 978-0-387-74387-5
Verlag: Springer-Verlag New York

Buch, Englisch, Band 114, 468 Seiten, GB, Format (B × H): 156 mm x 234 mm, Gewicht: 977 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

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

Inhaltsverzeichnis

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.