An exceptionally comprehensive treatment of this subject aimed at students in business, management, science, and engineering. Topics include linear, non-linear, integer, and dynamic programming, network analysis, quadratic and separable programming, inventory control, probabilistic methods, and many other topics. Numerous applications.
Author(s): The Staff of REA
Series: Problem Solvers
Edition: Revised
Publisher: Research & Education Association
Year: 1983
Language: English
Pages: 1092
Front cover......Page 1
Title page......Page 3
Date-line......Page 4
WHAT THIS BOOK IS FOR......Page 5
TO LEARN AND UNDERSTAND A TOPIC THOROUGHLY......Page 9
TO FIND A PARTICULAR PROBLEM......Page 10
CONTENTS......Page 11
1 GRAPHICAL SOLUTIONS TO LINEAR OPERATIONS RESEARCH PROBLEMS......Page 15
Problem Formulation and Applications of LP......Page 53
Convexity......Page 88
Canonical and Standard Forms......Page 91
Basic Feasible Solution......Page 102
Finding Duals......Page 121
Row Operations......Page 134
Simplex Method......Page 143
Big-M Method......Page 214
Two Phase Method......Page 230
Duality......Page 246
Dual Simplex Method......Page 257
Revised Simplex Method......Page 272
Primal-Dual Method......Page 304
Sensitivity Analysis......Page 310
Parametric Programming......Page 337
Decomposition Method......Page 354
Goal Programming......Page 370
Least Cost Method......Page 388
North-West Corner Method......Page 395
Vogel's Approximation Method......Page 412
Stepping Stone Method......Page 426
Method of Multipliers......Page 448
Assignment Problem......Page 472
Problem Formulation......Page 491
Simplex Method......Page 502
Branch and Bound Method......Page 508
Cutting Plane Method......Page 538
Knapsack Problem......Page 584
Traveling Salesman Problem......Page 587
Recursions......Page 594
Deterministic DP......Page 600
Probabilistic DP......Page 651
Arrow Diagrams......Page 657
Shortest Path(s)......Page 660
Minimal Spanning Tree......Page 681
Maximum Flow......Page 686
Critical Path, CPM,PERT......Page 702
Scheduling......Page 723
Convexity, Concavity......Page 741
Derivatives......Page 746
Newton-Raphson Method......Page 753
One Dimensional Search Without Using Derivatives......Page 757
One Dimensional Search Using Derivatives......Page 769
Multidimensional Search Without Using Derivatives......Page 771
Multidimensional Search Using Deriviatives......Page 782
Methods Using Conjugate Directions......Page 797
Problem Formulation......Page 804
Graphical Solutions......Page 813
Derivatives......Page 816
Fritz-John Optimality Conditions......Page 822
Lagrange Multipliers......Page 827
Lagrangian Duality......Page 850
Kuhn-Tucher Optimality Conditions......Page 857
Cutting Plane, Penalty and Barrier Function Methods......Page 869
Sequential Unconstrained Minimization Technique (SUMT)......Page 883
Methods of Feasible Directions......Page 890
Quadratic Programming......Page 903
Geometric Programming......Page 937
Fractional Programming......Page 945
Separable Programming......Page 952
Single-item Models with Deterministic-Static Demand......Page 957
Multiple-item Models with Deterministic-Static Demand......Page 970
Quantity Discounts......Page 977
Single-item Models with Stochastic-Static Demand......Page 984
Periodic and Continuous Review Models with Stochastic-Static Demand......Page 995
Lot-Size, Problems with Dynamic Demand and Single Facility......Page 1005
Multiperiod Models......Page 1010
Queing Models......Page 1015
Game Theory......Page 1022
Markov Chains......Page 1053
INDEX......Page 1080
Back cover......Page 1092
