Linear programming and its applications

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As stated in the preface, this textbook ``is intended for a first course in linear programming, preferably in the sophomore or junior year of the typical undergraduate curriculum. The emphasis throughout the book is on linear programming skills via the algorithmic solution small-scale problems, both in the general sense and in the specific applications where these problems naturally occur. Chapter 1 introduces some examples, canonical forms of a linear program (LP for short), polyhedral convex sets and the geometric solution of an LP in \(R^ 2\). Chapter 2 is entirely devoted to the development of the simplex algorithm for the solution of general LP's. It uses Tucker's tableau form to record the LP. The problem of cycling is also addressed. Chapter 2 covers ``non- canonical LP's, e.g. problems with unconstrained variables or with equations as constraints, and shows how these problems can be converted into canonical form. Duality is the central subject of Chapter 4 with a discussion of the dual simplex method and the duality theorem. The second part of the book is devoted to applications of linear programming. Chapter 5 deals with game theory, in particular two-person zero-sum matrix games, a linear programming formulation of matrix games, von Neumann's minimax theorem, the solution of the previous matrix game and at the end with a discussion of two more examples, ``poker-like card games. The next chapter discusses transportation and assignment problems as well as their solution (via a dual simplex algorithm and the Hungarian method, respectively). Network flow problems, i.e. max flow, shortest path and min cost flow problems and their solution (by classical algorithms) are the subject of Chapter 7. Two appendices survey basic matrix algebra and probability theory. The exposition is accompanied by many useful exercises.





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