Linear Programming: Foundations and Extensions: v. 114 (International Series in Operations Research & Management Science) - Softcover

Vanderbei, Robert J.

Softcover

ISBN 10: 0387743871 ISBN 13: 9780387743875

Publisher: Springer-Verlag New York Inc., 2007

Synopsis

This Third Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. You’ll discover a host of practical business applications as well as non-business applications. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered. The book’s accompanying website includes the C programs, JAVA tools, and new online instructional tools and exercises.

About this title

Review

From the reviews of the third edition:

"Robert Vanderbei’s textbook on linear programming, now in its third edition, builds on many of the approaches used by Chvátal and includes up-to-date coverage of a number of topics, including interior point methods, that have become important in the 25 years since the publication of Chvátal’s book. Vanderbei’s book is divided into four parts. ... suitable for use in a first course in linear programming covering the simplex method at the advanced undergraduate or graduate level." (Brian Borchers, MathDL, May, 2008)

Synopsis

"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. Moreover, "Linear Programming: Foundations and Extensions" underscores the purpose of optimization: to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied: the two-phase simplex method; the primal-dual simplex method; the path-following interior-point method; and, the homogeneous self-dual methods.In addition, there are online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's webpage.

Also, check the book's webpage for new online instructional tools and exercises that have been added in the new edition.

Edition details

• Publisher: Springer-Verlag New York Inc.
• Publication date: 2007
• ISBN 10: 0387743871
• ISBN 13: 9780387743875
• Binding: Paperback
• Language: English
• Edition number: 3
• Number of pages: 488