000 02548 a2200253 4500
020 _a978--14614-7629-0
050 4 _aT57.74
082 0 4 _a519.72
090 _c32093
_d32093
100 1 _aVanderbei, Robert J.
546 _aeng
245 1 b _aLinear programming
_bFoundations and extensions
_cRobert J. Vanderbei
250 _a4th ed.
260 _aNew York :
_bSpringer,
_cc2014.
300 _a414 p.
_bill.
490 1 _aInternational series in operations research & management science ;
_vv.196.
500 _aBibliografie p. 399 Index p. 407
505 0 0 _tIntroduction --
_tThe Simplex Method --
_tDegeneracy --
_tEfficiency of the Simplex Method --
_tDuality Theory --
_tThe Simplex Method in Matrix Notation --
_tSensitivity and Parametric Analyses --
_tImplementation Issues --
_tProblems in General Form --
_tConvex Analysis --
_tGame Theory --
_tRegression --
_tFinancial Applications --
_tNetwork-Type Problems --
_tApplications --
_tStructural Optimization --
_tThe Central Path --
_tA Path-Following Method --
_tThe KKT System --
_tImplementation Issues --
_tThe Affine-Scaling Method --
_tThe Homogeneous Self-Dual Method --
_tInteger Programming --
_tQuadratic Programming --
_tConvex Programming.
520 _aThis Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. 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, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides 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 website. The website also includes new online instructional tools and exercises.
650 0 _aLinear programming.
650 0 _aMathematical optimization.
830 0 _aInternational series in operations research & management science ;
942 _aIMAR
_cCART
_k519.72
_sEP
999 _c31640
_d31640