Linear Programming : Foundations and Extensions

Linear Programming : Foundations and Extensions

المؤلف
Robert J Vanderbei
سنة النشر
2008
الناشر
Springer
لغة الملف
انكليزي
نوع الملف
Book
تصنيف الكتاب
Mathematics and Statistics

Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. The book is carefully written. Specific examples and concrete algorithms precede more abstract topics. Topics are clearly developed with a large number of numerical examples worked out in detail.


الكلمات المفتاحية: Mathematics and Statistics / Simplex method / Algorithms / Ants / Duality / Game theory / Interior-point methods / Linear optimization / Linear programming/optimization / Optimization / Portfolio optimization / Quadratic programming / Engineering Economics