Linear programming and network flows

This book addresses the problem of minimizing or maximizing a linear functionin the presence of linear equality or inequality constraints. Methods are provided for modeling complex problems via effective algorithms on modern computers. The general theory and characteristics of optimization problems are presented, along with effective solution algorithms. The book also explores linear programming (LP) and network flows, employing polynomial-time algorithms and various specializations of the simplex method. Numerous comments and references have been added to this new edition to reflect the new developments in the field. New discussions on the recent literature on the geometry of cycling have been added as well as new insights into the nature and construction of examplesthat admit cycling. A strength of this book is that is emphasizes geometric concepts throughout, and this new discussion fits well with the spirit of the book. A special section of LU decomposition for stable computations has been added, and the discussion on the product form of the inverse has been played down a bit and is used only to explain some basic operational ideas in factored form implementations. Some recent more efficient dual update schemes using LU factors are also presented.

• ISBN: 978-0-470-46272-0
• Editorial: John Wiley & Sons
• Encuadernacion: Rústica
• Páginas: 768
• Fecha Publicación: 14/12/2009
• Nº Volúmenes: 1
• Idioma: Inglés