This book provides a unified, insightful, and modern treatment of linear optimization, that is, linear programming, network flow problems, and discrete optimization.
In addition to fundamental topics, the book discusses current l
An obvious choice, as long as the added constraint introduces a slack variable, is this slack variable along with the basic variables from the final tableau of the original problem. Here then we can use as basic variables x4, x2, ...
Most emphasize the use of MS Excel, while this book uses MATLAB which is the primary tool of many engineers, including financial engineers.
In the study by Powell in [77], a global convergence analysis suggests that the Fletcher-Reeves formula for ti,c is superior. Powell further suggests another formula for flk: gTlg _ 900] _ 5'“ = max [0' gauge) For general ...
The book is an introductory textbook mainly for students of computer science and mathematics.
For a one-semester course in Linear Programming for upper-level students with varying mathematical backgrounds. Written to include three different mathematical levels, this text strikes the necessary balance for...
The book will appeal to a range of students and research workers working on optimization problems in such fields as applied mathematics, computer science, engineering, business studies, economics and operations research.
Encompassing all the major topics students will encounter in courses on the subject, the authors teach both the underlying mathematical foundations and how these ideas are implemented in practice.
There are numerous examples, illustrations, and exercises throughout the text, making it an ideal book for self-study.
Students end up without knowing duality in their bones. This text brings in duality in Chapter 1 and carries duality all the way through the exposition.