Linear Programming: Foundations and Extensions
by
Robert J. Vanderbei
Dept. of Civil Engineering and Operations Research, Princeton
University, Princeton NJ, USA
Contents
Preface. Part 1: Basic Theory - The Simplex Method
and Duality. 1. Introduction. 2. The Simplex Method.
3. Degeneracy. 4. Efficiency of the Simplex Method.
5. Duality Theory. 6. The Simplex Method in Matrix
Notation. 7. Sensitivity and Parametric Analyses. 8.
Implementation Issues. 9. Problems in General Form. 10.
Convex Analysis. 11. Game Theory. 12. Regression. Part
2: Network-Type Problems. 13. Network Flow Problems.
14. Applications. 15. Structural Optimization. Part 3:
Interior-Point Methods. 16. The Central Path. 17. A
Path-Following Method. 18. The KKT System. 19.
Implementation Issues. 20. The Affine-Scaling Method. 21.
The Homogeneous Self-Dual Method. Part 4: Extensions. 22.
Integer Programming. 23. Quadratic Programming. 24. Convex
Programming. Appendix A: Source Listings. Answers to Selected
Exercises. Bibliography. Index.