<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 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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    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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    Preface. Part 1: Basic Theory - The Simplex Method and Duality. 1. Introduction. 2. The Simplex Method. 3. Degeneracy. 4. Efficiency of the Simplex Method. 5. Duality Theory. 6. The Simplex Method in Matrix Notation. 7. Sensitivity and Parametric Analyses. 8. Implementation Issues. 9. Problems in General Form. 10. Convex Analysis. 11. Game Theory. 12. Regression. Part 2: Network-Type Problems. 13. Network Flow Problems. 14. Applications. 15. Structural Optimization. Part 3: Interior-Point Methods. 16. The Central Path. 17. A Path-Following Method. 18. The KKT System. 19. Implementation Issues. 20. The Affine-Scaling Method. 21. The Homogeneous Self-Dual Method. Part 4: Extensions. 22. Integer Programming. 23. Quadratic Programming. 24. Convex Programming. Appendix A: Source Listings. Answers to Selected Exercises. Bibliography. Index.
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    GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
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    Produktdetaljer

    ISBN
    9780792381419
    Publisert
    1998-03-31
    Utgiver
    Vendor
    Springer
    Høyde
    235 mm
    Bredde
    155 mm
    Aldersnivå
    Research, UU, 05
    Språk
    Product language
    Engelsk
    Format
    Product format
    Heftet