Overview
Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 1)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (6 chapters)
Keywords
About this book
A new and inductive proof of Kantorovich's Theorem is offered, related to the convergence of Newton's method. Of the boundary methods, the book presents the (revised) primal and the dual simplex methods. An extensive discussion is given of the primal, dual and primal-dual affine scaling methods. In addition, the proof of the convergence under degeneracy, a bounded variable variant, and a super-linearly convergent variant of the primal affine scaling method are covered in one chapter. Polynomial barrier or path-following homotopy methods, and the projective transformation method are also covered in the interior point chapter. Besides the popular sparse Cholesky factorization and the conjugate gradient method, new methods are presented in a separate chapter on implementation. These methods use LQ factorization and iterative techniques.
Reviews
Interfaces, 27:2 (1997)
The book is clearly written. ... It is highly recommended to anybody wishing to get a clear insight in the field and in the role that duality plays not only from a theoretical point of view but also in connection with algorithms.'
Optimization, 40 (1997)
Authors and Affiliations
Bibliographic Information
Book Title: Linear Programming
Book Subtitle: A Modern Integrated Analysis
Authors: Romesh Saigal
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-1-4615-2311-6
Publisher: Springer New York, NY
-
eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1995
Hardcover ISBN: 978-0-7923-9622-2Published: 30 November 1995
Softcover ISBN: 978-1-4613-5977-7Published: 27 September 2012
eBook ISBN: 978-1-4615-2311-6Published: 06 December 2012
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 1
Number of Pages: XIII, 342
Topics: Operations Research/Decision Theory, Mathematical Modeling and Industrial Mathematics, Optimization, Calculus of Variations and Optimal Control; Optimization