• Title Linear Programming: Foundations and Extensions
• Author(s) Robert J. Vanderbei
• Publisher: Springer; 4th ed. 2014 edition (July 30, 2013)
• Hardcover 436 pages
• eBook PDF (420 pages)
• Language: English
• ISBN-10: 1461476291
• ISBN-13: 978-1461476290
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Book Description

This book introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization.

Readers will discover a host of practical business applications as well as non-business applications.

Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics.

With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods.

In addition, the author provides online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's website. The website also includes new online instructional tools and exercises.

• Robert Vanderbei is a professor at Princeton University. He is the former chair of the department of Operations Research and Financial Engineering and he is an affiliated member of the departments of Astrophysics, Computer Science, Mathematics, and Mechanical&Aerospace Engineering. His interests include linear programming, high-contrast imaging, astrophotography, and probability theory.

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• Operations Research (OR), Linear Programming, Optimization, Approximation, etc.
• Financial Mathematics and Mathematical Economics
• Algorithms and Data Structures
• Computational and Algorithmic Mathematics
• Computational Complexity

• Linear Programming: Foundations and Extensions (Robert J. Vanderbei)
• The Mirror Site (1) - PDF
• The Mirror Site (2) - PDF
• The Book Homepage (Errata, Source Code, etc.)

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