Nemirovski, Arkadi

Introduction To Linear Optimization - Singapore : World Scientific, 2024. - xxii,626p. : ill. ; 23 cm.

Includes appendix,bibliography and index.

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.

9789811278730


Linear programming.
Algorithms.
Conic programming.
Ellipsoid method.