Thoroughly revised, this leading text on linear programming introduces new material on the simplex algorithm, polynomially- bounded algorithms and other algorithmic procedures. It gives ample consideration to the practical implementation of the simplex algorithm and its extensions, and features excellent coverage of Karmarkar's Algorithm, a new area of considerable research interest. The text contains all the material needed for not only a linear programming course but also a course on network flows.
Table of Contents:
Linear Algebra, Convex Analysis, and Polyhedral Sets. The Simplex Method. Starting Solution and Convergence. Special Simplex Implementations and Optimality Conditions. Duality and Sensitivity Analysis. The Decomposition Principle. Complexity of the Simplex Algorithm and Polynomial Algorithms. Minimal Cost Network Flows. The Transportation and Assignment Problems. The Out--of--Kilter Algorithm. Maximal Flow, Shortest Path, Multicommodity Flow, and Network Synthesis Problems. Bibliography. Index.