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Linear Programming : A Modern Integrated Analysis (Hardcover)

Author: Saigal, Romesh

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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 Farkass Lemma, which is proved as a convex separation theorem. The tedium of the simplex method is thus avoided. A new and inductive proof of Kantorovichs Theorem is offered, related to the convergence of Newtons 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. *Author: Saigal, Romesh *Series Title: International Series in Operations Research & Management Science *Series Number: 1 *Binding Type: Hardcover *Number of Pages: 354 *Publication Date: 1995/11/30 *Language: English *Dimensions: 9.21 x 6.14 x 0.81 inches

Specifications

Publisher Kluwer Academic Pub
Mfg Part# 9780792396222
SKU 213788014
Format Hardcover
ISBN10 0792396227
Release Date 1/11/2010
Product Attributes
Book Format Hardcover
Number of Pages 0356
Publisher Springer
Series Part 1
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