Understanding and using linear programming

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Focus in this interesting and recommendable textbook is on geometry and duality as well as on different solution algorithms for linear programming problems. The structure of the feasible set is explained and the relations between its vertices and basic feasible solutions are shown. The description of the simplex algorithm is complemented by Bland's rule for avoiding cycling. One important topic with respect to duality theory are different proofs for the Farkas Lemma. Both the ellipsoid and the interior point methods can be found in the textbook. The theory is complemented by many examples both from applications and relaxations of integer linear programming problems.




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