Linear programming. Foundations and extensions.
zbMATH Open1139.90002MaRDI QIDQ2473785FDOQ2473785
Authors: Robert J. Vanderbei 
Publication date: 4 March 2008
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Recommendations
DualityQuadratic programmingInteger programmingLinear programmingSensitivityConvex programmingOption pricingInterior point methodsNetwork-type problemsPortfolio Selection
Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05) Deterministic network models in operations research (90B10) Sensitivity, stability, parametric optimization (90C31) Integer programming (90C10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Cited In (34)
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
- A powerful force-based approach for the limit analysis of three-dimensional frames
- Pricing of claims in discrete time with partial information
- Towards interval techniques for model validation
- Linear programming and algorithms for communication networks. A practical guide to network design, control and management
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios
- Linear programming and generalizations. A problem-based introduction with spreadsheets
- SAT and IP based algorithms for magic labeling including a complete search for total magic labelings
- A polynomial time test to detect numbers with many exceptional points
- The support feature machine: classification with the least number of features and application to neuroimaging data
- Resolution of degeneracy in Merton's portfolio problem
- Subdivision schemes, network flows and linear optimization
- Finiteness property of pairs of \(2\times 2\) sign-matrices via real extremal polytope norms
- The central curve in linear programming
- Phenotypic deconstruction of gene circuitry
- Pairwise comparisons or constrained optimization? A usability evaluation of techniques for eliciting decision priorities
- Graphs and algorithms in communication networks on seven league boots
- Similar risks have similar prices: a useful and exact quantification
- The Polyhedral Geometry of Pivot Rules and Monotone Paths
- On \(\alpha\)-roughly weighted games
- Linear programming.
- Linear programming using MATLAB
- Title not available (Why is that?)
- Large covariance estimation through elliptical factor models
- Decoy-state quantum key distribution with a leaky source
- Linear programming. Foundations and extensions
- Mathematical Programming and its Applications in Finance
- Linear programming. Foundations and extensions
- Linear programming. Foundations and extensions
- On the computation of nonnegative quadrature weights on the sphere
- Error-adaptive modeling of streaming time-series data using radial basis functions
- Model uncertainty and the pricing of American options
- Linear programming: foundations and extensions
- Transportation matrices with staircase patterns and majorization
This page was built for publication: Linear programming. Foundations and extensions.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2473785)
