International Series in Operations Research & Management Science

Linear Programming: Foundations and Extensions

Authors: Vanderbei, Robert J.

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Hardcover $249.00
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  • ISBN 978-0-7923-9804-2
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Softcover $199.00
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  • ISBN 978-0-7923-8141-9
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  • Usually dispatched within 3 to 5 business days.
About this book

This book focuses largely on constrained optimization. It begins with a substantial treatment of linear programming and proceeds to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Along the way, dynamic programming and the linear complementarity problem are touched on as well.
This book aims to be the first introduction to the topic. Specific examples and concrete algorithms precede more abstract topics. Nevertheless, topics covered are developed in some depth, a large number of numerical examples worked out in detail, and many recent results are included, most notably interior-point methods. The exercises at the end of each chapter both illustrate the theory, and, in some cases, extend it.
Optimization is not merely an intellectual exercise: its purpose is to solve practical problems on a computer. Accordingly, the book comes with software that implements the major algorithms studied. At this point, software for the following four algorithms is available:

  • The two-phase simplex method
  • The primal-dual simplex method
  • The path-following interior-point method
  • The homogeneous self-dual methods.£/LIST£.

  • Reviews

    `Vanderbei's book is thoroughly modern. Vanderbei's book has many novel features. Some nice features. This book has style. Overall, I greatly enjoyed reviewing this book, and I highly recommend it as a textbook for an advanced undergraduate or master's level course in linear programming, particularly for courses in an engineering environment. In addition, it also is a good reference book for interior point methods as well as for implementation and computational aspects of linear programming. This is an excellent new book.'
    Robert Freund, (MIT) in Optima, 56 (1997)
    `In conclusion, Vanderbei's book gives an excellent introduction to linear programminbg, especially the algorithmic side of the subject. The book is highly recommended for both self study and as teaching material.'
    Optima, 58 (1998)

    Buy this book

    Hardcover $249.00
    price for USA
    • ISBN 978-0-7923-9804-2
    • Free shipping for individuals worldwide
    • Usually dispatched within 3 to 5 business days.
    Softcover $199.00
    price for USA
    • ISBN 978-0-7923-8141-9
    • Free shipping for individuals worldwide
    • Usually dispatched within 3 to 5 business days.

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    Bibliographic Information

    Bibliographic Information
    Book Title
    Linear Programming: Foundations and Extensions
    Authors
    Series Title
    International Series in Operations Research & Management Science
    Series Volume
    4
    Copyright
    1997
    Publisher
    Springer US
    Copyright Holder
    Springer-Verlag US
    Hardcover ISBN
    978-0-7923-9804-2
    Softcover ISBN
    978-0-7923-8141-9
    Series ISSN
    0884-8289
    Edition Number
    1
    Number of Pages
    XVIII, 418
    Topics