Linear Programming: Foundations and Extensions: 196 (International Series in Operations Research & Management Science) - Softcover

Vanderbei, Robert J J.

Softcover

ISBN 10: 1489973761 ISBN 13: 9781489973764

Publisher: Springer, 2015

Synopsis

The 4th Edition of this book introduces theory and applications in optimization, from linear programming to convex analysis, network flows, integer programming, quadratic programming and convex optimization. A related web site offers C programs and JAVA tools.

About this title

From the Back Cover

This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Readers will discover a host of practical business applications as well as non-business applications.

Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides 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 website. The website also includes new online instructional tools and exercises.

About the Author

Robert J. Vanderbei is Professor of Operations Research and Financial Engineering, and Department Chair, OR and Financial Engineering at Princeton University. His research interests are in algorithms for nonlinear optimization and their application to problems arising in engineering and science. Application areas of interest focus mainly on inverse Fourier transform optimization problems and action minimization problems with a special interest in applying these techniques to the design of NASA’s terrestrial planet finder space telescope.

Edition details

• Publisher: Springer
• Publication date: 2015
• ISBN 10: 1489973761
• ISBN 13: 9781489973764
• Binding: Paperback
• Language: English
• Number of pages: 436