Linear and Nonlinear Programming

• Main Authors: Luenberger, David G. (Author), Ye, Yinyu (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Edition: 4th ed. 2016.
• Series: International Series in Operations Research & Management Science, 228
• Subjects: Business.; Operations research.; Decision making.; Mathematical models.; Management science.; Engineering economics.; Engineering economy.; Business and Management.; Operation Research/Decision Theory.; Operations Research, Management Science.; Mathematical Modeling and Industrial Mathematics.; Engineering Economics, Organization, Logistics, Marketing.

This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular.  Again a connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve the problem. ...

Table of Contents:

• Introduction
• Part I Linear Programming
• Basic Properties of Linear Programs
• The Simplex Method
• Duality and Complementarity
• Interior-Point Methods
• Conic Linear Programming
• Part II Unconstrained Problems
• Basic Properties of Solutions and Algorithms
• Basic Descent Methods
• Conjugate Direction Methods
• Quasi-Newton Methods
• Part III Constrained Minimization
• Constrained Minimization Conditions
• Primal Methods
• Penalty and Barrier Methods
• Duality and Dual Methods
• Primal-Dual Methods
• Appendix A: Mathematical Review
• Appendix B: Convex Sets
• Appendix C: Gaussian Elimination
• Appendix D: Basic Network Concepts.