Linear programming

Linear programming

by Robert J. Vanderbei

Book 37 of International Series in Operations Research & Management Science --

1996
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"Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization." "The book is carefully written with specific examples and concrete algorithms preceding more abstract topics. Topics are developed with numerical examples worked out in detail." "Moreover, Linear Programming: Foundations and Extensions underscores the purpose of optimization - to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied."--Jacket.

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