George Dantzig is widely regarded as the founder of this subject with his invention of the simplex algorithm in the 1940's. In this second volume, the theory of the items discussed in the first volume is expanded to include such additional advanced topics as variants of the simplex method; interior point methods, GUB, decomposition, integer programming, and game theory. Graduate students in the fields of operations research, industrial engineering and applied mathematics will thus find this volume of particular interest.



Inhalt

Geometry of Linear Inequality Systems and the Simplex Method * Duality and Theorems of the Alternatives * Early Interior-Point Methods * Interior-Point Methods * Degeneracy * Variants of the Simplex Method * Transportation Problem and Variations * Network Flow Theory * Generalized Upper Bounds * Decomposition of Large-Scale Systems * Stochastic Programming: Introduction * Two-Stage Stochastic Programs * Appendix: Probability Theory: Overview

Titel
Linear Programming 2
Untertitel
Theory and Extensions
EAN
9780387215693
Format
E-Book (pdf)
Veröffentlichung
28.04.2006
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
4.63 MB
Anzahl Seiten
448