Könyv Linear Programming Romesh Saigal

Linear Programming

A Modern Integrated Analysis

Szerző: Romesh Saigal
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 13-18 napon belül
79 941 Ft
In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point meth...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1995
oldal
342
EAN
9780792396222
ISBN
0792396227
Enbook ID
05251359
Kiadó
Súly
1500
Méretek
155 x 235 x 21

Teljes leírás

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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