21 March 2008 17:30
Linear Programming: Foundations and Extensions
(via)# Balanced treatment of the simplex method and interior-point methods.
# Efficient source code (in C) for all the algorithms presented in the text.
# Thorough discussion of several interior-point methods including primal-dual path-following, affine-scaling, and homogeneous self dual methods.
# Extensive coverage of applications including traditional topics such as network flows and game theory as well as less familiar ones such as structural optimization, L^1 regression, and the Markowitz portfolio optimization model.
# Over 200 class-tested exercises.
# A dynamically expanding collection of exercises.
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(1 marks)