Linear Programming: Theory And Extensions

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Linear programming represents one of the major applications of mathematics to business, industry, and economics. It provides a methodology for optimizing an output given that is a linear function of a number of inputs. George Dantzig is widely regarded as the founder of the subject with his invention of the simplex algorithm in the 1940's. This second volume is intended to add to the theory of the items discussed in the first volume. It also includes additional advanced topics such as variants of the simplex method, interior point methods (early and current methods), GUB, decomposition, integer programming, and game theory. Graduate students in the fields of operations research, industrial engineering, and applied mathematics will find this volume of particular interest.

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Linear Programming: 2: Theory and Extensions George B. Dantzig Mukund N. Thapa Springer Springer Series in Operations Research Editors: Peter W. Glynn Stephen M. Robinson This page intentionally left blank George B. Dantzig Mukund N. Thapa Linear Programming 2: Theory and Extensions With 45 Illustrations Professor George B. Dantzig Department of Management Science and Engineering Computer Science Department Stanford University Stanford, CA 94305 USA [email protected] Series Editors: Peter W. Glynn Department of Management Science and Engineering Terman Engineering Center Stanford University Stanford, CA 94305-4026 USA [email protected] Dr. Mukund N. Thapa President and CEO Optical Fusion Inc. P.O. Box 60478 Palo Alto, CA 94306-047
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