Linear programming. II: Theory and extensions

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This book is the second volume of ``Linear Programming by \textit{G. B. Dantzig} and \textit{M. N. Thapa} [for a review of Vol. 1 (1997) see Zbl 0883.90090]. As the authors state in the preface, it ``\dots continues where Linear Programming 1 left off \dots we prove all theorems stated and those that were sketched but not proved in Linear Programming 1, and we describe various extensions -- a very true statement. The content of the book is about equally split between Linear Programming theory and extensions. The first six chapters cover essential linear programming material: geometry of the Simplex Method, duality, interior point methods, degeneracy and variants of the simplex algorithm (including dual and primal-dual algorithms as well as parametric linear programming). Chapters 7 to 12 form the ``extensions part of the book and cover special cases of linear programming (the transportation problem and network flow theory), generalized upper bounds, decomposition (Dantzig-Wolfe and Benders) and (two-stage) stochastic programming. An appendix on probability theory is provided as background for Chapter 12. The book is an essential companion to the first volume, especially if used as a textbook in mathematically oriented optimization courses. As a textbook, the numerous examples and illustrations, especially worked examples of the application of algorithms, are very useful to convey the necessary intuition about the mathematical concepts. Most topics are introduced with small examples or easy special cases so that a student reader will hardly be overwhelmed by theoretical subject matter. Each chapter is followed by an extensive list of problems ranging from very basic to rather hard and challenging (some are taken from past PhD exams at Stanford). The book is also a good reference volume on linear programming. In this regard the extensive reference list of 59 pages is very helpful. However, one might find the index a bit disappointing for a reference book -- it is good as author index but somewhat lacking as subject index.




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