Titlebook: Linear Programming; Foundations and Exte Robert J. Vanderbei Textbook 2020Latest edition The Editor(s) (if applicable) and The Author(s), u

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Problems in General FormUp until now, we have always considered our problems to be given in standard form. However, for real-world problems it is often convenient to formulate problems in the following form:

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Game TheoryIn this chapter, we shall study if not the most practical then certainly an elegant application of linear programming. The subject is called game theory, and we shall focus on the simplest type of game, called the ., or just . for short.

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Financial ApplicationsIn this chapter, we shall study some applications of linear programming to problems in quantitative finance.

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ApplicationsIn this chapter, we discuss briefly the most important applications of network flow problems.

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Structural OptimizationThis final chapter on network-type problems deals with finding the best design of a structure to support a specified load at a fixed set of points.