Introduction to Linear Optimization

Introduction to Linear Optimization
by: Arkadi Nemirovski (Author)
Publisher:WSPC
Publication Date: 25 Jan. 2024
Language:English
Print Length:650 pages
ISBN-10:9811277907
ISBN-13:9789811277900
Book Description
The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics beingexpressive abilities of LO;geometry of LO – structure of polyhedral sets, LO duality and its applications;traditional LO algorithms – primal and dual simplex methods, and network simplex method;polynomial time solvability of LO via ellipsoid algorithm;conic programming with emphasis on expressing abilities of second order and semidefinite optimization, and polynomial time primal-dual interior point algorithms for linear and semidefinite optimization.
About the Author