ABSTRACT

Filling the need for an introductory book on linear programming that discusses the important ways to mitigate parameter uncertainty, Introduction to Linear Optimization and Extensions with MATLAB provides a concrete and intuitive yet rigorous introduction to modern linear optimization. In addition to fundamental topics, the book discusses current l

chapter 1|42 pages

Linear Programming

chapter 2|32 pages

Geometry of Linear Programming

chapter 3|58 pages

The Simplex Method

chapter 4|44 pages

Duality Theory

chapter 5|40 pages

Dantzig-Wolfe Decomposition

chapter 6|32 pages

Interior Point Methods

chapter 7|38 pages

Quadratic Programming

chapter 8|36 pages

Linear Optimization under Uncertainty