发帖
雷达卡
by
Robert J. Vanderbei
Dept. of Civil Engineering and Operations Research, PrincetonUniversity, Princeton NJ, USA
Contents
Preface.
Part 1: Basic Theory - The Simplex Methodand Duality. 1. Introduction. 2. The Simplex Method.3. Degeneracy. 4. Efficiency of the Simplex Method.5. Duality Theory. 6. The Simplex Method in MatrixNotation. 7. Sensitivity and Parametric Analyses. 8.Implementation Issues. 9. Problems in General Form. 10.Convex Analysis. 11. Game Theory. 12. Regression.
Part2: Network-Type Problems. 13. Network Flow Problems.14. Applications. 15. Structural Optimization.
Part 3:Interior-Point Methods. 16. The Central Path. 17. APath-Following Method. 18. The KKT System. 19.Implementation Issues. 20. The Affine-Scaling Method. 21.The Homogeneous Self-Dual Method.
Part 4: Extensions. 22.Integer Programming. 23. Quadratic Programming. 24. ConvexProgramming.
Appendix A: Source Listings. Answers to SelectedExercises. Bibliography. Index.
Features
- Balanced treatment of the simplex method and interior-point methods.
- Efficient source code (in C) for all the algorithms presented in the text.
- Thorough discussion of several interior-point methods including primal-dual path-following, affine-scaling, and homogeneous self dual methods.
- Extensive coverage of applications including traditional topics such as network flows and game theory as well as less familiar ones such as structural optimization, L^1 regression, and the Markowitz portfolio optimization model.
- Over 200 class-tested exercises.
- A dynamically expanding collection of exercises.
详情见：http://www.princeton.edu/~rvdb/LPbook/
Linear Programming Foundations and Extensions-2014.pdf
(5.56 MB)
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