Linear Programming
Springer-Verlag New York Inc.
978-1-4899-7376-4 (ISBN)
- Titel ist leider vergriffen;
keine Neuauflage - Artikel merken
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.
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.
Introduction.- The Simplex Method.- Degeneracy.- Efficiency of the Simplex Method.- Duality Theory.- The Simplex Method in Matrix Notation.- Sensitivity and Parametric Analyses.- Implementation Issues.- Problems in General Form.- Convex Analysis.- Game Theory.- Regression.- Financial Applications.- Network-Type Problems.- Applications.- Structural Optimization.- The Central Path.- A Path-Following Method.- The KKT System.- Implementation Issues.- The Affine-Scaling Method.- The Homogeneous Self-Dual Method.- Integer Programming.- Quadratic Programming.- Convex Programming.
| Erscheinungsdatum | 16.10.2015 |
|---|---|
| Reihe/Serie | International Series in Operations Research Management Science ; 196 | International Series in Operations Research Management Science ; 196 |
| Zusatzinfo | 8 Tables, black and white; 86 Illustrations, black and white; XXII, 414 p. 86 illus. |
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 6555 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik | |
| Wirtschaft ► Allgemeines / Lexika | |
| Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
| Schlagworte | Linear Programming • Mathematical Programming • Operations Research • Optimization models • Regression • Vanderbei |
| ISBN-10 | 1-4899-7376-1 / 1489973761 |
| ISBN-13 | 978-1-4899-7376-4 / 9781489973764 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
aus dem Bereich
