Linear Programming: Mathematics, Theory and Algorithms

  • Michael J. Panik

Part of the Applied Optimization book series (APOP, volume 2)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Michael J. Panik
    Pages 1-8
  3. Michael J. Panik
    Pages 9-68
  4. Michael J. Panik
    Pages 69-88
  5. Michael J. Panik
    Pages 89-110
  6. Michael J. Panik
    Pages 111-139
  7. Michael J. Panik
    Pages 141-168
  8. Michael J. Panik
    Pages 169-193
  9. Michael J. Panik
    Pages 289-318
  10. Michael J. Panik
    Pages 319-340
  11. Michael J. Panik
    Pages 341-431
  12. Back Matter
    Pages 459-497

About this book

Introduction

Linear Programming provides an in-depth look at simplex based as well as the more recent interior point techniques for solving linear programming problems. Starting with a review of the mathematical underpinnings of these approaches, the text provides details of the primal and dual simplex methods with the primal-dual, composite, and steepest edge simplex algorithms. This then is followed by a discussion of interior point techniques, including projective and affine potential reduction, primal and dual affine scaling, and path following algorithms. Also covered is the theory and solution of the linear complementarity problem using both the complementary pivot algorithm and interior point routines. A feature of the book is its early and extensive development and use of duality theory.
Audience: The book is written for students in the areas of mathematics, economics, engineering and management science, and professionals who need a sound foundation in the important and dynamic discipline of linear programming.

Keywords

algorithms calculus complementarity duality economics linear optimization Mathematica mathematics

Editors and affiliations

  • Michael J. Panik
    • 1
  1. 1.University of HartfordUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4613-3434-7
  • Copyright Information Springer-Verlag US 1996
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-3436-1
  • Online ISBN 978-1-4613-3434-7
  • Series Print ISSN 1384-6485
  • About this book