Linear programming. Foundations and extensions.

zbMath1139.90002MaRDI QIDQ2473785

Robert J. Vanderbei

Publication date: 4 March 2008

Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)

zbMATH Keywords

DualityInteger programmingConvex programmingInterior point methodsLinear programmingQuadratic programmingSensitivityOption pricingNetwork-type problemsPortfolio Selection

Mathematics Subject Classification ID

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