Linear Programming Foundations and Extensions

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 optimi...

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Bibliographic Details
Main Author: Vanderbei, Robert J.
Format: eBook
Language:English
Published: New York, NY Springer US 2014, 2014
Edition:4th ed. 2014
Series:International Series in Operations Research & Management Science
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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