Linear Programming: Foundations and Extensions

✍ Scribed by Robert J. Vanderbei (auth.)

• Publisher: Springer US
• Year: 2001
• Tongue: English
• Leaves: 451
• Series: International Series in Operations Research & Management Science 37
• Category: Library

✦ Table of Contents

Front Matter....Pages i-xviii
Front Matter....Pages 1-2
Introduction....Pages 3-11
The Simplex Method....Pages 13-27
Degeneracy....Pages 29-44
Efficiency of the Simplex Method....Pages 45-54
Duality Theory....Pages 55-87
The Simplex Method in Matrix Notation....Pages 89-109
Sensitivity and Parametric Analyses....Pages 111-124
Implementation Issues....Pages 125-150
Problems in General Form....Pages 151-160
Convex Analysis....Pages 161-171
Game Theory....Pages 173-187
Regression....Pages 189-209
Front Matter....Pages 211-212
Network Flow Problems....Pages 213-240
Applications....Pages 241-257
Structural Optimization....Pages 259-274
Front Matter....Pages 275-276
The Central Path....Pages 277-289
A Path-Following Method....Pages 291-306
The KKT System....Pages 307-313
Implementation Issues....Pages 315-331
The Affine-Scaling Method....Pages 333-347
Front Matter....Pages 275-276
The Homogeneous Self-Dual Method....Pages 349-369
Front Matter....Pages 371-372
Integer Programming....Pages 373-393
Quadratic Programming....Pages 395-411
Convex Programming....Pages 413-423
Back Matter....Pages 425-450

✦ Subjects

Operations Research, Management Science; Operation Research/Decision Theory; Optimization; Mathematical Modeling and Industrial Mathematics; Mathematics of Computing