Table of contents
About this book
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. Specific examples and concrete algorithms precede more abstract topics. Topics are clearly developed with a large number of 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: The two-phase simplex method; The primal-dual simplex method; The path-following interior-point method; The homogeneous self-dual methods.
In addition, there are 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 webpage: http://www.princeton.edu/-rvdb/LPbook/. Also, check the book's webpage for new online instructional tools and exercises that have been added in the new edition.
- Book Title Linear Programming
- Book Subtitle Foundations and Extensions
- Series Title International Series in Operations Research & Management Science
- DOI https://doi.org/10.1007/978-0-387-74388-2
- Copyright Information Springer-Verlag US 2008
- Publisher Name Springer, Boston, MA
- eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
- Hardcover ISBN 978-0-387-74387-5
- Softcover ISBN 978-1-4419-4497-9
- eBook ISBN 978-0-387-74388-2
- Series ISSN 0884-8289
- Edition Number 3
- Number of Pages XX, 468
- Number of Illustrations 66 b/w illustrations, 16 illustrations in colour
Operations Research, Management Science
Operations Research/Decision Theory
Mathematical Modeling and Industrial Mathematics
Engineering Economics, Organization, Logistics, Marketing
Industrial and Production Engineering
- Buy this book on publisher's site
From the reviews of the third edition:
"Robert Vanderbei’s textbook on linear programming, now in its third edition, builds on many of the approaches used by Chvátal and includes up-to-date coverage of a number of topics, including interior point methods, that have become important in the 25 years since the publication of Chvátal’s book. Vanderbei’s book is divided into four parts. … suitable for use in a first course in linear programming covering the simplex method at the advanced undergraduate or graduate level." (Brian Borchers, MathDL, May, 2008)