Linear and convex optimization : a mathematical approach
by
 
Veatch, Michael H., author.

Title
Linear and convex optimization : a mathematical approach

Author
Veatch, Michael H., author.

ISBN
9781119664055
 
9781119664024
 
9781119664079

Physical Description
1 online resource (xvii, 366 pages) : illustrations

General Note
Includes bibliographic references and index.

Contents
Introduction to optimization modeling -- Linear programming models -- Linear programming formulations -- Integer programming models -- Iterative search algorithms -- Convexity -- Geometry and algebra of LPs -- Duality theory -- Simplex method -- Sensitivity analysis -- Algorithmic applications of duality -- Integer programming theory -- Integer programming algorithms -- Convex programming:optimality conditions -- Convex programming: algorithms -- Linear Algebra and calculus review.

Abstract
"This book introduces and explains the mathematics behind convex and linear optimization, focusing on developing insights in problem complexity, modelling and algorithms. Although many introductory books pay little attention to nonlinear optimization, convex problems deserve attention because of their many applications and the fast algorithms that have been developed to solve them. The main algorithms used in linear, integer, and convex optimization are presented in a mathematical style. The emphasis is on what makes a class of problems practically solvable and developing insight into algorithms geometrically. Principles of algorithm design are explained, making it accessible to those with no background in algorithms. The important issue of speed of algorithms is discussed and addressed theoretically where appropriate. A breadth of recent applications are presented to demonstrate the many areas in which optimization is successfully used. The process of formulating optimization problems is included throughout, both to develop the ability to formulate large problems and to appreciate that some formulations are more tractable"-- Provided by publisher.

Local Note
John Wiley and Sons

Subject Term
Mathematical optimization.
 
Nonlinear programming.
 
Convex functions.
 
Optimisation mathématique.
 
Programmation non linéaire.
 
Fonctions convexes.
 
Convex functions
 
Mathematical optimization
 
Nonlinear programming

Added Corporate Author
John Wiley & Sons, Ltd.,

Electronic Access
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119664079


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book596137-1001A402.5 .V395 2021Wiley E-Kitap Koleksiyonu