Inhaltsangabe
This book offers a comprehensive treatment of linear programming as well as of the optimization of linear functions over polyhedra in finite dimensional Euclidean vector spaces. An introduction surveying fifty years of linear optimization is given.
The main topics treated in the book include: simplex algorithms and their derivatives including the duality theory of linear programming, polyhedral theory, projective algorithms, Newtonian barrier methods, ellipsoid algorithms in perfect and in finite precision arithmetic.
The book can serve both as a graduate textbook for linear programming and as a text for advanced topics classes or seminars. Exercises as well as several case studies are included.
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This book offers a comprehensive treatment of linear programming as well as of the optimization of linear functions over polyhedra in finite dimensional Euclidean vector spaces. An introduction surveying fifty years of linear optimization is given. The main topics treated in the book include: simplex algorithms and their derivatives including the duality theory of linear programming, polyhedral theory, projective algorithms, Newtonian barrier methods, ellipsoid algorithms in perfect and in finite precision arithmetic. The book can serve both as a graduate textbook for linear programming and as a text for advanced topics classes or seminars. Exercises as well as several case studies are included.
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