scientific article; zbMATH DE number 1349588

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This book is a very comprehensive textbook of linear and integer optimization. It presents a unified approach to the subject and is one of few books treating linear and integer aspects together. The text is divided into six parts. The first part motivates the investigations with several applied problems, and it presents introductory material. The second part is devoted to the theory. Linear systems and integer linear systems are investigated, and projection and inverse projection are the essential tools for this approach. These tools are used for duality theory, theorems of the alternative, complementary slackness and sensitivity analysis. Part III is devoted to algorithms for linear and integer programs. The simplex method, interior point methods - like Karmarkar's algorithm and barrier methods - and branch-and-bound methods are discussed in detail. Part IV describes how to solve large scale problems by decomposition. Benders' decomposition, Dantzig-Wolfe decomposition and Lagrangian methods are the subject of this part. The investigation of large scale problems in the fifth part uses the special structure of concrete problems. Sparse methods are described, and network flow linear programs are investigated. For large integer programs the major topics are preprocessing, cutting planes, projection and inverse projection. Part VI is an appendix and gives aspects of polyhedral, complexity and graph theory, and it refers to software. The list of references contains 479 contributions - not only the classical ones but also the most recent literature. This is an interesting book with special features. The unified approach to linear and integer optimization has been already mentioned. The fundamental results are presented before the simplex method is explained. Therefore, the basics can be understood without algorithmic considerations. The text is written in a clear and readily comprehensible way, and it contains computer programs as well as many examples being helpful for students. This book is an important textbook of mathematical programming.




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