Linear programming and generalizations. A problem-based introduction with spreadsheets (Q986625)

Linear programming (LP), sometimes known as linear optimization, is the optimization of an outcome based on some set of constraints using a linear mathematical model. The book consists of six main parts containing both theoretical aspects, examples and applications: {\parindent=5mm \begin{itemize}\item[-] Part I (Chapters 1 to 3) introduces the basic concepts of linear programming: the graphical way of solving simple linear programming problems, the facets of Excel that are used in the book and some mathematical preliminaries. \item[-] Part II (Chapters 4 to 6) describes in detail the simplex method and analyzes the linear programs. \item[-] Part III (Chapters 7 to 9) presents a survey of optimization problems. A set of 10 problems are described including the traveling salesperson, the college admission problem, the design of an electric plant, etc. These examples are modelled as linear programs, integer programs and nonlinear programs. \item[-] Part IV (Chapters 10 to 13) describes theoretical aspects of LP: vector spaces and their relation to linear programs, multipliers, duality theory and the dual simplex pivot. \item[-] Part V (Chapters 14 to 16) deals with game theory where there are multiple decision makers, each of whom acting in his own best interest. Different solution approaches are described and illustrated in this part of the book. \item[-] Part VI (Chapters 17 to 20) introduces the optimization problems whose objective functions and constraints are nonlinear. This final part of the book starts with some fundamental concept used in constrained optimization: norms, neighborhoods, convex sets, continuous and convex functions, differentiable functions. The Karush-Kuhn-Tucker conditions for solving nonlinear programs are presented as well. \end{itemize}} The book is well written and designed for use in courses that focus on constrained optimization and its applications.