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  • Textbook
  • © 2011

Linear Programming and Generalizations

A Problem-based Introduction with Spreadsheets

Authors:

  • The book discusses a trilogy of keys to economic reasoning: shadow prices, opportunity costs and marginal analysis - Discuses selective treatment of other MP topics that are used today, including integer programming, networks, convex analysis, game theory, and Equilibria in game theory - Eric Denardo is a leading international academic researcher and teacher in Mathematical Programming methods
  • Includes supplementary material: sn.pub/extras

Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 149)

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Hardcover Book USD 109.99
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  • Durable hardcover edition
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Table of contents (20 chapters)

  1. Front Matter

    Pages 1-1
  2. Prelude

    1. Front Matter

      Pages 1-1
    2. Introduction to Linear Programs

      • Eric V. Denardo
      Pages 3-32
    3. Spreadsheet Computation

      • Eric V. Denardo
      Pages 33-66
    4. Mathematical Preliminaries

      • Eric V. Denardo
      Pages 67-109
  3. The Basics

    1. Front Matter

      Pages 111-111
    2. The Simplex Method, Part 1

      • Eric V. Denardo
      Pages 113-152
    3. Analyzing Linear Programs

      • Eric V. Denardo
      Pages 153-194
    4. The Simplex Method, Part 2

      • Eric V. Denardo
      Pages 195-218
  4. Selected Applications

    1. Front Matter

      Pages 219-219
    2. A Survey of Optimization Problems

      • Eric V. Denardo
      Pages 221-268
    3. Path Length Problems and Dynamic Programming

      • Eric V. Denardo
      Pages 269-295
    4. Flows in Networks

      • Eric V. Denardo
      Pages 297-327
  5. LP Theory

    1. Front Matter

      Pages 329-330
    2. Vector Spaces and Linear Programs

      • Eric V. Denardo
      Pages 331-353
    3. Multipliers and the Simplex Method

      • Eric V. Denardo
      Pages 355-375
    4. Duality

      • Eric V. Denardo
      Pages 377-412
    5. The Dual Simplex Pivot and Its Uses

      • Eric V. Denardo
      Pages 413-441
  6. Game Theory

    1. Front Matter

      Pages 443-443
    2. Introduction to Game Theory

      • Eric V. Denardo
      Pages 445-478

About this book

This book on constrained optimization is novel in that it fuses these themes: • use examples to introduce general ideas; • engage the student in spreadsheet computation; • survey the uses of constrained optimization;. • investigate game theory and nonlinear optimization, • link the subject to economic reasoning, and • present the requisite mathematics. Blending these themes makes constrained optimization more accessible and more valuable. It stimulates the student’s interest, quickens the learning process, reveals connections to several academic and professional fields, and deepens the student’s grasp of the relevant mathematics. The book is designed for use in courses that focus on the applications of constrained optimization, in courses that emphasize the theory, and in courses that link the subject to economics.

Reviews

From the reviews:

“This text includes a more in-depth review of LP, lending the student thorough knowledge of the art and science of problem solving using LP. … Undergraduate students in applied commerce or business programs are clearly part of the audience. It is also suitable for a course that introduces LP, its application, and its integration with widely used software … . Practitioners with an interest in refreshing their knowledge in LP or expanding their knowledge to include LP will be equally satisfied by this book.” (Geoffrey T. Pond, Interfaces, Vol. 42 (3), May-June, 2012)

Authors and Affiliations

  • Yale University, New Haven, USA

    Eric V. Denardo

Bibliographic Information

Buy it now

Buying options

eBook USD 79.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 99.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access