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Record Nr. |
UNINA9910298547403321 |
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Autore |
Vanderbei Robert J. |
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Titolo |
Linear Programming : Foundations and Extensions / / by Robert J Vanderbei |
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Pubbl/distr/stampa |
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New York, NY : , : Springer US : , : Imprint : Springer, , 2014 |
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ISBN |
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Edizione |
[4th ed. 2014.] |
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Descrizione fisica |
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1 online resource (421 p.) |
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Collana |
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International Series in Operations Research & Management Science, , 2214-7934 ; ; 196 |
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Disciplina |
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Soggetti |
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Operations research |
Management science |
Mathematical optimization |
Operations Research and Decision Theory |
Operations Research, Management Science |
Optimization |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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Introduction -- The Simplex Method -- Degeneracy -- Efficiency of the Simplex Method -- Duality Theory -- The Simplex Method in Matrix Notation -- Sensitivity and Parametric Analyses -- Implementation Issues -- Problems in General Form -- Convex Analysis -- Game Theory -- Regression -- Financial Applications -- Network-Type 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. |
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Sommario/riassunto |
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This 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 |
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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. |
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