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

Vanderbei, Robert J.

  • 3.61 out of 5 stars
    18 ratings by Goodreads
 
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Softcover
ISBN 10: 0792381416 ISBN 13: 9780792381419
Publisher: Springer, 1998

Synopsis

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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    Review

    `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.'
    Robert Freund, (MIT) in Optima, 56 (1997)
    `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.'
    Optima, 58 (1998)

    "About this title" may belong to another edition of this title.

    • PublisherSpringer
    • Publication date1998
    • ISBN 10 0792381416
    • ISBN 13 9780792381419
    • BindingPaperback
    • LanguageEnglish
    • Number of pages436
    • Rating
      • 3.61 out of 5 stars
        18 ratings by Goodreads

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    ISBN 10:  0792398041 ISBN 13:  9780792398042
    Publisher: Springer, 1996
    Softcover