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INTRODUCTION TO LINEAR OPTIMIZATION - NEMIROVSKI ARKADI

INTRODUCTION TO LINEAR OPTIMIZATION

By: NEMIROVSKI ARKADI

Paperback | 8 February 2024

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

  1. expressive abilities of LO;
  2. geometry of LO - structure of polyhedral sets, LO duality and its applications;
  3. traditional LO algorithms - primal and dual simplex methods, and network simplex method;
  4. polynomial time solvability of LO via ellipsoid algorithm;
  5. 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.


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