- Complete update of bestselling text in the fieldIncludes new materials, such as an explanation of Gomory Cuts and applying integer programming to solve Sudoku problemsDiscusses possibilities of Machine Learning applications
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- About this Textbook
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The book provides a broad introduction to both the theory and the application of optimization with a special emphasis on the elegance, importance, and usefulness of the parametric self-dual simplex method. The book assumes that a problem in “standard form,” is a problem with inequality constraints and nonnegative variables. The main new innovation to the book is the use of clickable links to the (newly updated) online app to help students do the trivial but tedious arithmetic when solving optimization problems.
The latest edition now includes: a discussion of modern Machine Learning applications, as motivational material; a section explaining Gomory Cuts and an application of integer programming to solve Sudoku problems. Readers will discover a host of practical business applications as well as non-business applications. Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics.With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, the primal-dual simplex method, the path-following interior-point method, and and the homogeneous self-dual method. In addition, the author provides online tools that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and online pivot tools can be found on the book's website. The website also includes new online instructional tools and exercises.
- About the authors
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Robert J. Vanderbei is Professor of Operations Research and Financial Engineering, and former Department Chair, OR and Financial Engineering at Princeton University. His research interests are in algorithms for nonlinear optimization and their application to problems arising in engineering and science. Application areas of interest focus mainly on inverse Fourier transform optimization problems and action minimization problems with a special interest in applying these techniques to the design of NASA’s terrestrial planet finder space telescope.
- Table of contents (25 chapters)
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Introduction
Pages 3-10
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The Simplex Method
Pages 11-25
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Degeneracy
Pages 27-42
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Efficiency of the Simplex Method
Pages 43-58
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Duality Theory
Pages 59-88
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Table of contents (25 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Linear Programming
- Book Subtitle
- Foundations and Extensions
- Authors
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- Robert J. Vanderbei
- Series Title
- International Series in Operations Research & Management Science
- Series Volume
- 285
- Copyright
- 2020
- Publisher
- Springer International Publishing
- Copyright Holder
- The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
- eBook ISBN
- 978-3-030-39415-8
- DOI
- 10.1007/978-3-030-39415-8
- Hardcover ISBN
- 978-3-030-39414-1
- Series ISSN
- 0884-8289
- Edition Number
- 5
- Number of Pages
- XXV, 471
- Number of Illustrations
- 73 b/w illustrations, 109 illustrations in colour
- Topics
*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works and instructor copies are not included.
