Nemirovski, Arkadi (Georgia Institute Of Technology
Omschrijving
The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics beingexpressive 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.
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‘Introduction To Linear Optimization - Nemirovski, Arkadi (Georgia Institute Of Technology’.
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