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

Vanderbei, Robert J.

  • 3.60 out of 5 stars
    20 ratings by Goodreads
 
9780792398042: Linear Programming: Foundations and Extensions (International Series in Operations Research & Management Science, 4)
Hardcover
ISBN 10: 0792398041 ISBN 13: 9780792398042
Publisher: Springer, 1996

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.

    Publisher
    Springer
    Publication date
    1996
    Language
    English
    ISBN 10 
    0792398041
    ISBN 13 
    9780792398042
    Binding
    Hardcover
    Number of pages
    436
    Rating
    • 3.60 out of 5 stars
      20 ratings by Goodreads

    Other Popular Editions of the Same Title

    9780792381419: Linear Programming: Foundations and Extensions (International Series in Operations Research & Management Science, 4)

    Featured Edition

    ISBN 10:  0792381416 ISBN 13:  9780792381419
    Publisher: Springer, 1998
    Softcover