International Series in Operations Research & Management Science

Linear Programming

Foundations and Extensions

Authors: Vanderbei, Robert J

  • Includes material on traditional business applications (resource allocation, blending, network flows) plus applications from other areas (robust statistics, game theory, optimal design of physical structures, etc.)
  • The third edition includes many small fixes throughout the book, as well as a new chapter on financial applications, specifically portfolio optimization and option pricing
  • The book breaks with tradition and develops the theory based on problems expressed in inequality form rather than the more conventional equality form
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eBook $84.99
price for USA (gross)
  • ISBN 978-0-387-74388-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.00
price for USA
  • ISBN 978-1-4419-4497-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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.

Reviews

From the reviews of the third edition:

"Robert Vanderbei’s textbook on linear programming, now in its third edition, builds on many of the approaches used by Chvátal and includes up-to-date coverage of a number of topics, including interior point methods, that have become important in the 25 years since the publication of Chvátal’s book. Vanderbei’s book is divided into four parts. … suitable for use in a first course in linear programming covering the simplex method at the advanced undergraduate or graduate level." (Brian Borchers, MathDL, May, 2008)


Table of contents (25 chapters)

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-0-387-74388-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.00
price for USA
  • ISBN 978-1-4419-4497-9
  • 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
Book Subtitle
Foundations and Extensions
Authors
Series Title
International Series in Operations Research & Management Science
Series Volume
114
Copyright
2008
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-74388-2
DOI
10.1007/978-0-387-74388-2
Softcover ISBN
978-1-4419-4497-9
Series ISSN
0884-8289
Edition Number
3
Number of Pages
XX, 468
Number of Illustrations and Tables
66 b/w illustrations, 16 illustrations in colour
Topics