Introduction To Linear Optimization

The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics beingexpressive abilities of LO;
geometry of LO - structure of polyhedral sets, LO duality and its applications;
traditional LO algorithms - primal and dual simplex methods, and network simplex method;
polynomial time solvability of LO via ellipsoid algorithm;
conic programming with emphasis on expressing abilities of second order and semidefinite optimization, and polynomial time primal-dual interior point algorithms for linear and semidefinite optimization.

List of contents

Preface; About the Author; Main Notational Conventions; Introduction to LO: Examples of LO Models; Geometry of Linear Optimization: Polyhedral Sets and their Geometry; Theory of Systems of Linear Inequalities and Duality; Classical Algorithms of Linear Optimization: The Simplex Method: Simplex Method; The Network Simplex Algorithm; Complexity of Linear Optimization and the Ellipsoid Method: Polynomial Time Solvability of Linear Optimization; Conic Programming and Interior Point Methods: Conic Programming; Interior Point Methods for LO and Semidefinite Optimization; Appendices: Prerequisites from Linear Algebra; Prerequisites from Real Analysis; Symmetric Matrices; Bibliography; Solutions to Selected Exercises; Index;

Product details

• Authors: Arkadi Nemirovski, Arkadi Nemirovski, Nemirovski Arkadi
• Publisher: Ingram Publishers Services
• Languages: English
• Product format: Paperback / Softback
• Released: 01.03.2024
• EAN: 9789811278730
• ISBN: 978-981-1278-73-0
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Optimization, MATHEMATICS / Optimization, MATHEMATICS / Linear & Nonlinear Programming, TECHNOLOGY & ENGINEERING / Industrial Engineering, Industrial chemistry and manufacturing technologies, Linear programming