Linear Programming: Foundations and Extensions

VANDERBEI, ROBERT J.

ISBN 10: 0792381416 ISBN 13: 9780792381419

Editorial: Kluwer Academic Publishers, Boston, 2000

Idioma: Ingl�s

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Detalles bibliogr�ficos

T�tulo

Linear Programming: Foundations and Extensions

Editor

Kluwer Academic Publishers, Boston

Fecha de publicaci�n

2000

Idioma

Ingl�s

ISBN 10

0792381416

ISBN 13

9780792381419

Encuadernaci�n

Paperback

Edici�n

Third Printing.

Cat�logos de vendedores

Science

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Sinopsis

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�.

Cr�ticas

`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)

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