Linear Programming

Name: Linear Programming
Brand: Springer
SKU: 9780792396222
Price: 5079 CZK
Availability: InStock

A Modern Integrated Analysis

Autor: Romesh Saigal

Jazyk:

Vazba: Pevná

Vydavatel: Springer

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 13-18 dnů

5 079 Kč

In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point meth...

Informace o knize

Autor

Romesh Saigal

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1995

Stránek

342

EAN

9780792396222

ISBN

0792396227

Enbook ID

05251359

Vydavatel

Springer

Hmotnost

1500

Rozměry

155 x 235 x 21

Kompletní popis

In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point methods are derived from the complementary slackness theorem and, unlike most books, the duality theorem is derived from Farkas's Lemma, which is proved as a convex separation theorem. The tedium of the simplex method is thus avoided. §A new and inductive proof of Kantorovich's Theorem is offered, related to the convergence of Newton's method. Of the boundary methods, the book presents the (revised) primal and the dual simplex methods. An extensive discussion is given of the primal, dual and primal-dual affine scaling methods. In addition, the proof of the convergence under degeneracy, a bounded variable variant, and a super-linearly convergent variant of the primal affine scaling method are covered in one chapter. Polynomial barrier or path-following homotopy methods, and the projective transformation method are also covered in the interior point chapter. Besides the popular sparse Cholesky factorization and the conjugate gradient method, new methods are presented in a separate chapter on implementation. These methods use LQ factorization and iterative techniques.

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Linear Programming

A Modern Integrated Analysis

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