Overview
Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 37)
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Table of contents (24 chapters)
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Front Matter
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Basic Theory—The Simplex Method and Duality
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Front Matter
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Network-Type Problems
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Front Matter
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Interior-Point Methods
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Front Matter
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Keywords
About this book
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. Specific examples and concrete algorithms precede more abstract topics. Topics are clearly developed with a large number of 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:
-The two-phase simplex method; -The primal-dual simplex method; -The path-following interior-point method; -The homogeneous self-dual methods.
In addition, there are 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 webpage: http://www.princeton.edu/-rvdb/LPbook/. Also, check the book's webpage for new online instructional tools and exercises that have been added in the new edition.
Authors and Affiliations
Bibliographic Information
Book Title: Linear Programming
Book Subtitle: Foundations and Extensions
Authors: Robert J. Vanderbei
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-1-4757-5662-3
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Robert J. Vanderbei 2001
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 2
Number of Pages: XVIII, 450
Number of Illustrations: 58 b/w illustrations
Topics: Operations Research, Management Science, Operations Research/Decision Theory, Optimization, Mathematical Modeling and Industrial Mathematics, Mathematics of Computing