This book focuses largely on constrained optimization. It begins with a substantial treatment of linear programming and proceeds to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Along the way, dynamic programming and the linear complementarity problem are touched on as well. This book aims to be the first introduction to the topic. Specific examples and concrete algorithms precede more abstract topics. Nevertheless, topics covered are developed in some depth, a large number of numerical examples worked out in detail, and many recent results are included, most notably interior-point methods. The exercises at the end of each chapter both illustrate the theory, and, in some cases, extend it. Optimization is not merely an intellectual exercise: its purpose is to solve practical problems on a computer. Accordingly, the book comes with software that implements the major algorithms studied. At this point, software for the following four algorithms is available: The two-phase simplex method The primal-dual simplex method The path-following interior-point method The homogeneous self-dual methods.£/LIST£.
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Editorial Reviews
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`Vanderbei's book is thoroughly modern. Vanderbei's book has many novel features. Some nice features. This book has style. Overall, I greatly enjoyed reviewing this book, and I highly recommend it as a textbook for an advanced undergraduate or master's level course in linear programming, particularly for courses in an engineering environment. In addition, it also is a good reference book for interior point methods as well as for implementation and computational aspects of linear programming. This is an excellent new book.' Robert Freund, (MIT) in Optima, 56 (1997) `In conclusion, Vanderbei's book gives an excellent introduction to linear programminbg, especially the algorithmic side of the subject. The book is highly recommended for both self study and as teaching material.' Optima, 58 (1998)
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Robert Vanderbei is a professor at Princeton University. He is the chair of the department of Operations Research and Financial Engineering and he is an affiliated member of the departments of Astrophysics, Computer Science, and Mathematics. His interests include linear programming, high-contrast imaging, astrophotography, and probability theory.
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- Computational Techniques of the Simplex Method (International Series in Operations Research & Management Science) by István Maros in Front Matter, and Back Matter
- Tutorials on Emerging Methodologies and Applications in Operations Research: Presented at INFORMS 2004, Denver, CO (International Series in Operations Research & Management Science) by Harvey J. Greenberg on page 261, and Back Matter
- Evolutionary Optimization (International Series in Operations Research & Management Science) by Ruhul Sarker in Front Matter, and page 25
- Linear Programming, Second Edition - Foundations and Extensions (International Series in Operations Research and Management Science, Volume 37) ... Research & Management Science, 37.) by Robert J. Vanderbei in Front Matter (1), and Front Matter (2)
- Traffic Theory (International Series in Operations Research & Management Science) by Denos C. Gazis in Front Matter
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