Linear programming : foundations and extensions

Robert J. Vanderbei

This Third Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. You'll discover a host of practical business applications as well as non-business applications. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered. The book's accompanying website includes the C programs, JAVA tools, and new online instructional tools and exercises.

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[目次]

  • Preface.- Preface to 2nd edition.- Preface to 3rd edition.- Introduction.- The Simplex Method.- Degeneracy.- Efficiency of the Simplex Method.- Duality method.- The Simplex Method in matrix notation.- Sensitivity and parametric analyses.- Implementation issues.- Problems in general form.- Convex analysis.- Game theory.- Regression.- Financial applications.- Network flow problems.- Applications.- Structural optimization.- The central path.- A path-following method.- The KKT system.- Implementation issues.- The affine-scaling method.- The homogeneous self-dual method.- Integer programming.- Quadratic programming.- Convex programming.- Source listings.- Answers to selected exercises.- Bibliography.- Index.

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この本の情報

書名 Linear programming : foundations and extensions
著作者等 Vanderbei, Robert J.
シリーズ名 International series in operations research & management science
出版元 Springer
刊行年月 c2008
版表示 3rd ed
ページ数 xix, 464 p.
大きさ 25 cm
ISBN 9780387743875
NCID BA84047394
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言語 英語
出版国 アメリカ合衆国
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