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Introduction to Linear Optimization
Hardcover
Technology & EngineeringGeneral Mathematics
ISBN13: 9789811277900
Publisher: World Scientific Publishing Company
Published: Feb 8 2024
Pages: 648
Weight: 2.27
Height: 1.38 Width: 6.00 Depth: 9.00
Language: English
The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics being
- expressive abilities of LO;
- geometry of LO - structure of polyhedral sets, LO duality and its applications;
- traditional LO algorithms - primal and dual simplex methods, and network simplex method;
- polynomial time solvability of LO via ellipsoid algorithm;
- conic programming with emphasis on expressing abilities of second order and semidefinite optimization, and polynomial time primal-dual interior point algorithms for linear and semidefinite optimization.
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