Theory and Algorithms for Linear Optimization PDF Download

Author: Cornelis Roos
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 520

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Book Description
The approach to LO in this book is new in many aspects. In particular the IPM based development of duality theory is surprisingly elegant. The algorithmic parts of the book contain a complete discussion of many algorithmic variants, including predictor-corrector methods, partial updating, higher order methods and sensitivity and parametric analysis.

Author: Alexander Schrijver
Publisher: John Wiley & Sons
ISBN: 9780471982326
Category : Mathematics
Languages : en
Pages : 488

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Book Description
Theory of Linear and Integer Programming Alexander Schrijver Centrum voor Wiskunde en Informatica, Amsterdam, The Netherlands This book describes the theory of linear and integer programming and surveys the algorithms for linear and integer programming problems, focusing on complexity analysis. It aims at complementing the more practically oriented books in this field. A special feature is the author's coverage of important recent developments in linear and integer programming. Applications to combinatorial optimization are given, and the author also includes extensive historical surveys and bibliographies. The book is intended for graduate students and researchers in operations research, mathematics and computer science. It will also be of interest to mathematical historians. Contents 1 Introduction and preliminaries; 2 Problems, algorithms, and complexity; 3 Linear algebra and complexity; 4 Theory of lattices and linear diophantine equations; 5 Algorithms for linear diophantine equations; 6 Diophantine approximation and basis reduction; 7 Fundamental concepts and results on polyhedra, linear inequalities, and linear programming; 8 The structure of polyhedra; 9 Polarity, and blocking and anti-blocking polyhedra; 10 Sizes and the theoretical complexity of linear inequalities and linear programming; 11 The simplex method; 12 Primal-dual, elimination, and relaxation methods; 13 Khachiyan's method for linear programming; 14 The ellipsoid method for polyhedra more generally; 15 Further polynomiality results in linear programming; 16 Introduction to integer linear programming; 17 Estimates in integer linear programming; 18 The complexity of integer linear programming; 19 Totally unimodular matrices: fundamental properties and examples; 20 Recognizing total unimodularity; 21 Further theory related to total unimodularity; 22 Integral polyhedra and total dual integrality; 23 Cutting planes; 24 Further methods in integer linear programming; Historical and further notes on integer linear programming; References; Notation index; Author index; Subject index

Author: Cornelis Roos
Publisher: Springer Science & Business Media
ISBN: 0387263799
Category : Mathematics
Languages : en
Pages : 501

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Book Description
The era of interior point methods (IPMs) was initiated by N. Karmarkar’s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book offers comprehensive coverage of IPMs. It details the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.

Author: Paul R. Thie
Publisher: John Wiley & Sons
ISBN: 1118165454
Category : Mathematics
Languages : en
Pages : 476

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Book Description
Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.

Author: Mokhtar S. Bazaraa
Publisher: John Wiley & Sons
ISBN: 1118626303
Category : Mathematics
Languages : en
Pages : 818

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Book Description
COMPREHENSIVE COVERAGE OF NONLINEAR PROGRAMMING THEORY AND ALGORITHMS, THOROUGHLY REVISED AND EXPANDED Nonlinear Programming: Theory and Algorithms—now in an extensively updated Third Edition—addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The Third Edition begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction. Concentration on the three major parts of nonlinear programming is provided: Convex analysis with discussion of topological properties of convex sets, separation and support of convex sets, polyhedral sets, extreme points and extreme directions of polyhedral sets, and linear programming Optimality conditions and duality with coverage of the nature, interpretation, and value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditions Algorithms and their convergence, with a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problems Important features of the Third Edition include: New topics such as second interior point methods, nonconvex optimization, nondifferentiable optimization, and more Updated discussion and new applications in each chapter Detailed numerical examples and graphical illustrations Essential coverage of modeling and formulating nonlinear programs Simple numerical problems Advanced theoretical exercises The book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programming techniques with a great depth of information and an abundance of valuable examples and illustrations that showcase the most current advances in nonlinear problems.

Author: Bernhard Korte
Publisher: Springer Science & Business Media
ISBN: 3540292977
Category : Mathematics
Languages : en
Pages : 596

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Book Description
This well-written textbook on combinatorial optimization puts special emphasis on theoretical results and algorithms with provably good performance, in contrast to heuristics. The book contains complete (but concise) proofs, as well as many deep results, some of which have not appeared in any previous books.

Author: Peter Butkovič
Publisher: Springer Science & Business Media
ISBN: 1849962995
Category : Mathematics
Languages : en
Pages : 281

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Book Description
Recent years have seen a significant rise of interest in max-linear theory and techniques. Specialised international conferences and seminars or special sessions devoted to max-algebra have been organised. This book aims to provide a first detailed and self-contained account of linear-algebraic aspects of max-algebra for general (that is both irreducible and reducible) matrices. Among the main features of the book is the presentation of the fundamental max-algebraic theory (Chapters 1-4), often scattered in research articles, reports and theses, in one place in a comprehensive and unified form. This presentation is made with all proofs and in full generality (that is for both irreducible and reducible matrices). Another feature is the presence of advanced material (Chapters 5-10), most of which has not appeared in a book before and in many cases has not been published at all. Intended for a wide-ranging readership, this book will be useful for anyone with basic mathematical knowledge (including undergraduate students) who wish to learn fundamental max-algebraic ideas and techniques. It will also be useful for researchers working in tropical geometry or idempotent analysis.

Author: Giuseppe C. Calafiore
Publisher: Cambridge University Press
ISBN: 1107050871
Category : Business & Economics
Languages : en
Pages : 651

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Book Description
This accessible textbook demonstrates how to recognize, simplify, model and solve optimization problems - and apply these principles to new projects.

Author: Gerard Sierksma
Publisher: CRC Press
ISBN: 1498743129
Category : Business & Economics
Languages : en
Pages : 676

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Book Description
Presenting a strong and clear relationship between theory and practice, Linear and Integer Optimization: Theory and Practice is divided into two main parts. The first covers the theory of linear and integer optimization, including both basic and advanced topics. Dantzig's simplex algorithm, duality, sensitivity analysis, integer optimization models

Author: Robert J Vanderbei
Publisher: Springer Science & Business Media
ISBN: 1461476305
Category : Business & Economics
Languages : en
Pages : 420

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Book Description
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.