Linear Programming provides an in-depth look at simplex based as well as the more recent interior point techniques for solving linear programming problems. Starting with a review of the mathematical underpinnings of these approaches, the text provides details of the primal and dual simplex methods with the primal-dual, composite, and steepest edge simplex algorithms. This then is followed by a discussion of interior point techniques, including projective and affine potential reduction, primal and dual affine scaling, and path following algorithms. Also covered is the theory and solution of the linear complementarity problem using both the complementary pivot algorithm and interior point routines. A feature of the book is its early and extensive development and use of duality theory.
Audience: The book is written for students in the areas of mathematics, economics, engineering and management science, and professionals who need a sound foundation in the important and dynamic discipline of linear programming.
| ISBN: | 9780792337829 |
| Publication date: | 31st December 1995 |
| Author: | Michael J Panik |
| Publisher: | Springer an imprint of Springer US |
| Format: | Hardback |
| Pagination: | 496 pages |
| Series: | Applied Optimization |
| Genres: |
Optimization Game theory Management decision making Operational research Economic theory and philosophy |
Linear Programming provides an in-depth look at simplex based as well as the more recent interior point techniques for solving linear programming problems. Starting with a review of the mathematical underpinnings of these approaches, the text provides details of the primal and dual simplex methods with the primal-dual, composite, and steepest edge simplex algorithms. This then is followed by a discussion of interior point techniques, including projective and affine potential reduction, primal and dual affine scaling, and path following algorithms. Also covered is the theory and solution of the linear complementarity problem using both the complementary pivot algorithm and interior point routines. A feature of the book is its early and extensive development and use of duality theory.
Audience: The book is written for students in the areas of mathematics, economics, engineering and management science, and professionals who need a sound foundation in the important and dynamic discipline of linear programming.
Linear Programming features in the following genres: Optimization, Game theory, Management decision making, Operational research, Economic theory and philosophy
Linear Programming is available in Hardback
Linear Programming was written by Michael J Panik and published by Springer an imprint of Springer US
Linear Programming has 496 pages
Yes it is part of Applied Optimization series