Introduction to Linear Optimization

by: Arkadi Nemirovski (Author)

Publisher: WSPC

Publication Date: 25 Jan. 2024

Language: English

Print Length: 650 pages

ISBN-10: 9811277907

ISBN-13: 9789811277900

Book Description

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.