Linear Programming: Foundations and Extensions (International Series in Operations Research & Management Science, 4, Band 4) - Softcover

Vanderbei, Robert J.

 
9780792381419: Linear Programming: Foundations and Extensions (International Series in Operations Research & Management Science, 4, Band 4)
Softcover
ISBN 10: 0792381416 ISBN 13: 9780792381419
Verlag: Springer, 2008

Inhaltsangabe

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£.

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    Über die Autorin bzw. den Autor

    Robert J. Vanderbei is Professor of Operations Research and Financial Engineering, and former Department Chair, OR and Financial Engineering at Princeton University. His research interests are in algorithms for nonlinear optimization and their application to problems arising in engineering and science. Application areas of interest focus mainly on inverse Fourier transform optimization problems and action minimization problems with a special interest in applying these techniques to the design of NASA's terrestrial planet finder space telescope.

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    Verlag
    Springer
    Erscheinungsdatum
    2008
    Sprache
    Englisch
    ISBN 10 
    0792381416
    ISBN 13 
    9780792381419
    Einband
    Taschenbuch
    Anzahl der Seiten
    440
    Kontakt zum Hersteller
    ProductSafety@springernature.com
    ProductSafety@springernature.com

    Poststr. 9
    Darmstadt
    64293
    Deutschland

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