<strong>`</strong>Vanderbei's book is thoroughly modern. Vanderbei's book has many novel features. Some nice features. This book has style. Overall, I greatly enjoyed reviewing this book, and I highly recommend it as a textbook for an advanced undergraduate or master's level course in linear programming, particularly for courses in an engineering environment. In addition, it also is a good reference book for interior point methods as well as for implementation and computational aspects of linear programming. This is an excellent new book.<strong>'</strong> <br /> <strong>Robert Freund,</strong> (MIT) in <strong>Optima, 56 (1997)</strong> <br /> <strong>`</strong>In conclusion, Vanderbei's book gives an excellent introduction to linear programminbg, especially the algorithmic side of the subject. The book is highly recommended for both self study and as teaching material.<strong>'</strong> <br /> <strong>Optima, 58 (1998)</strong>
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: