Linear Programming

2: Theory and Extensions

  • George B. Dantzig
  • Mukund N. Thapa

Table of contents

About this book

Introduction

Linear programming represents one of the major applications of mathematics to business, industry, and economics. It provides a methodology for optimizing an output given that is a linear function of a number of inputs. George Dantzig is widely regarded as the founder of the subject with his invention of the simplex algorithm in the 1940's. This second volume is intended to add to the theory of the items discussed in the first volume. It also includes additional advanced topics such as variants of the simplex method; interior point methods (early and current methods), GUB, decomposition, integer programming, and game theory. Graduate students in the fields of operations research, industrial engineering and applied mathematics will find this volume of particular interest.

Keywords

Stochastic Programming algorithms game theory linear optimization operations research quality

Authors and affiliations

  • George B. Dantzig
    • 1
    • 2
  • Mukund N. Thapa
    • 1
    • 3
    • 4
  1. 1.Department of Management Science and EngineeringStanford UniversityStanfordUSA
  2. 2.Computer Science DepartmentStanford UniversityStanfordUSA
  3. 3.Optical Fusion Inc.Palo Alto
  4. 4.Stanford Business Software, Inc.Palo Alto

Bibliographic information

  • DOI https://doi.org/10.1007/b97283
  • Copyright Information George B. Dantzig and Mukund N. Thapa 2003
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-98613-5
  • Online ISBN 978-0-387-21569-3
  • Series Print ISSN 1431-8598
  • About this book