书目名称 | Linear Programming | 副标题 | A Modern Integrated | 编辑 | Romesh Saigal | 视频video | | 丛书名称 | International Series in Operations Research & Management Science | 图书封面 |  | 描述 | In .Linear Programming: A Modern Integrated Analysis., bothboundary (simplex) and interior point methods are derived from thecomplementary slackness theorem and, unlike most books, the dualitytheorem is derived from Farkas‘s Lemma, which is proved as a convexseparation theorem. The tedium of the simplex method is thus avoided..A new and inductive proof of Kantorovich‘s Theorem is offered, relatedto the convergence of Newton‘s method. Of the boundary methods, thebook presents the (revised) primal and the dual simplex methods. Anextensive discussion is given of the primal, dual and primal-dualaffine scaling methods. In addition, the proof of the convergenceunder degeneracy, a bounded variable variant, and a super-linearlyconvergent variant of the primal affine scaling method are covered inone chapter. Polynomial barrier or path-following homotopy methods,and the projective transformation method are also covered in theinterior point chapter. Besides the popular sparse Choleskyfactorization and the conjugate gradient method, new methods arepresented in a separate chapter on implementation. These methods useLQ factorization and iterative techniques. . | 出版日期 | Book 1995 | 关键词 | Algebra; Complementary Slackness; Newton‘s method; Optimality Conditions; calculus; duality; linear algebr | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4615-2311-6 | isbn_softcover | 978-1-4613-5977-7 | isbn_ebook | 978-1-4615-2311-6Series ISSN 0884-8289 Series E-ISSN 2214-7934 | issn_series | 0884-8289 | copyright | Springer Science+Business Media New York 1995 |
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