Robert J Vanderbei

Linear Programming (eBook, PDF)

Foundations and Extensions

• Format: PDF

Produktbeschreibung

This carefully written book is an introduction to the field of optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Specific examples and concrete algorithms precede more abstract topics. The third edition includes many small fixes throughout the book, as well as a new chapter on financial applications, specifically portfolio optimization and option pricing. Topics are clearly developed with a large number of numerical examples worked out in detail. Moreover, this book underscores the purpose of optimization: to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied. The book's webpage has new online instructional tools and exercises that have been added in the new edition.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 468
• Erscheinungstermin: 23. Oktober 2007
• Englisch
• ISBN-13: 9780387743882
• Artikelnr.: 37286799