Linear programming: foundations and extensions

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This book presents an introduction to linear programming with extensions to convex analysis, networks and integer, quadratic and convex programming. The simplex method and the interior-point methods play the central role in this modern text. The book consists of four parts. The first part is devoted to the basic theory, the simplex method and duality. It also contains chapters on sensitivity and parametric analysis, implementation issues, convex analysis, game theory and regression. Network-type problems are the topic of the second part including also a chapter on structural optimization. A further main part is devoted to interior-point methods with, for instance, chapters on a path-following method, implementation issues, the affine-scaling method and the homogeneous self-dual method. The fourth part describes extensions to integer, quadratic and convex programming. An appendix gives the relevant parts of computer programs for the primal-dual simplex method and the homogeneous selfdual simplex method.




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