This third edition of the classic textbook in Optimization has been fully revised and updated. It comprehensively covers modern theoretical insights in this crucial computing area, and will be required reading for analysts and operations researchers in a variety of fields. The book connects the purely analytical character of an optimization problem, and the behavior of algorithms used to solve it. Now, the third edition has been completely updated with recent Optimization Methods. The book also has a new co-author, Yinyu Ye of California’s Stanford University, who has written lots of extra material including some on Interior Point Methods.
Author(s): David G. Luenberger, Yinyu Ye
Edition: Third Edition
Publisher: Springer
Year: 2008
Language: English
Pages: 563
Cover......Page 1
Title Page......Page 4
Copyright......Page 5
Preface......Page 8
Contents......Page 10
1. Introduction......Page 15
Part I. Linear Programming......Page 23
2. Basic Properties of Linear Programs......Page 25
3. The Simplex Method......Page 47
4. Duality......Page 93
5. Interior-Point Methods......Page 125
Part II. Unconstrained Problems......Page 158
6. Transportation and Network Flow Problems......Page 159
7. Basic Properties of Solutions and Algorithms......Page 197
8. Basic Descent Methods......Page 229
9. Conjugate Direction Methods......Page 277
10. Quasi-Newton Methods......Page 299
Part III. Constrained Minimization......Page 333
11. Constrained Minimization Conditions......Page 335
12. Primal Methods......Page 373
13. Penalty and Barrier Methods......Page 415
14. Dual and Cutting Plane Methods......Page 449
15. Primal-Dual Methods......Page 483
Appendix A. Mathematical Review......Page 521
Appendix B. Convex Sets......Page 529
Appendix C. Gaussian Elimination......Page 537
Bibliography......Page 541
Index......Page 555
