Название: Introduction to Linear Optimization
Автор: Arkadi Nemirovski
Издательство: World Scientific
ISBN: 9811278733
Год: 2024
Формат: PDF
Страниц: 649
Размер: 15,6 МБ
Язык: Английский
The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics being expressive 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.