Introduction to Linear Optimization

Free Download Introduction to Linear Optimization (648 Pages)
by Arkadi Nemirovski
English | 2024 | ISBN: 9811278733 , 9811277907 | 649 pages | True PDF | 15.59 MB

The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics being expressive 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.