Overview
- Authors:
- Robert J. Vanderbei
Department of Operations Research and Financial Engineering, Princeton University, Princeton, USA
Search author on:PubMed Google Scholar
- Complete updating of bestselling text in the field
- Includes online chapter problems at author website
- Significant new material about the average-case behavior of the various algorithms covered
- Includes supplementary material:sn.pub/extras
Part of the book series:International Series in Operations Research & Management Science (ISOR, volume 196)
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145Citations
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About this book
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.
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Discover the latest articles, books and news in related subjects.Table of contents (26 chapters)
Front Matter
Pages i-xxiiBasic Theory: The Simplex Method and Duality
Front Matter
Pages 1-2
Network-Type Problems
Front Matter
Pages 197-198
Interior-Point Methods
Front Matter
Pages 255-256
Reviews
“Technically, this is a graduate text, though it can be taught to seniors. ... One of the things that makes Vanderbei’s book so valuable is that he may be the best writer in his area. His writing is very clear and there is generous use of figures and diagrams. ... A two-book library consisting of Cottle and Thapa [2017] and Vanderbei at the graduate level should cover the needs of any graduate student interested in LP.” (The UMAP Journal, Vol. 41 (1), 2020)
Authors and Affiliations
Department of Operations Research and Financial Engineering, Princeton University, Princeton, USA
Robert J. Vanderbei
About the author
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Bibliographic Information
Book Title:Linear Programming
Book Subtitle:Foundations and Extensions
Authors:Robert J. Vanderbei
Series Title:International Series in Operations Research & Management Science
DOI:https://doi.org/10.1007/978-1-4614-7630-6
Publisher:Springer New York, NY
eBook Packages:Business and Economics,Business and Management (R0)
Copyright Information:Springer Science+Business Media New York 2014
eBook ISBN:978-1-4614-7630-6Published: 16 July 2013
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number:4
Number of Pages:XXII, 414
Number of Illustrations:86 b/w illustrations
Topics:Operations Research/Decision Theory,Operations Research, Management Science,Optimization