Linear Programming

Name: Linear Programming
Brand: Springer
SKU: 9780792396222
Price: 209.92 EUR
Availability: InStock

A Modern Integrated Analysis

Autor: Romesh Saigal

Jazyk:

Väzba: Pevná

Vydavateľ: Springer

Dostupnosť: Skladom u dodávateľa v malom množstve

Odosielame za 13-18 dní

209.92 €

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

Informácie o knihe

Autor

Romesh Saigal

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

1995

Stránok

342

EAN

9780792396222

ISBN

0792396227

Enbook ID

05251359

Vydavateľ

Springer

Hmotnosť

1500

Rozmery

155 x 235 x 21

Kompletný 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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Kompletný popis

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