Theory of Linear and Integer Programming PDF Download

Author: Alexander Schrijver
Publisher: John Wiley & Sons
ISBN: 9780471982326
Category : Mathematics
Languages : en
Pages : 488

View

Book Description
Als Ergänzung zu den mehr praxisorientierten Büchern, die auf dem Gebiet der linearen und Integerprogrammierung bereits erschienen sind, beschreibt dieses Werk die zugrunde liegende Theorie und gibt einen Überblick über wichtige Algorithmen. Der Autor diskutiert auch Anwendungen auf die kombinatorische Optimierung; neben einer ausführlichen Bibliographie finden sich umfangreiche historische Anmerkungen.

Author: Richard Kipp Martin
Publisher: Springer Science & Business Media
ISBN: 1461549752
Category : Business & Economics
Languages : en
Pages : 739

View

Book Description
This is a textbook about linear and integer linear optimization. There is a growing need in industries such as airline, trucking, and financial engineering to solve very large linear and integer linear optimization problems. Building these models requires uniquely trained individuals. Not only must they have a thorough understanding of the theory behind mathematical programming, they must have substantial knowledge of how to solve very large models in today's computing environment. The major goal of the book is to develop the theory of linear and integer linear optimization in a unified manner and then demonstrate how to use this theory in a modern computing environment to solve very large real world problems. After presenting introductory material in Part I, Part II of this book is de voted to the theory of linear and integer linear optimization. This theory is developed using two simple, but unifying ideas: projection and inverse projec tion. Through projection we take a system of linear inequalities and replace some of the variables with additional linear inequalities. Inverse projection, the dual of this process, involves replacing linear inequalities with additional variables. Fundamental results such as weak and strong duality, theorems of the alternative, complementary slackness, sensitivity analysis, finite basis the orems, etc. are all explained using projection or inverse projection. Indeed, a unique feature of this book is that these fundamental results are developed and explained before the simplex and interior point algorithms are presented.

Author: Gerard Sierksma
Publisher: CRC Press
ISBN: 9780824706739
Category : Mathematics
Languages : en
Pages : 664

View

Book Description
"Combines the theoretical and practical aspects of linear and integer programming. Provides practical case studies and techniques, including rounding-off, column-generation, game theory, multiobjective optimization, and goal programming, as well as real-world solutions to the transportation and transshipment problem, project scheduling, and decentralization."

Author: Gerard Sierksma
Publisher: CRC Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 704

View

Book Description
This unique reference/text details the theoretical and practical aspects of linear and integer programming - covering a wide range of subjects, including duality, optimality criteria, sensitivity analysis, and numerous solution techniques for linear programming problems. Requiring only an elementary knowledge of set theory, trigonometry, and calculus, Linear and Integer Programming reflects both the problem-analyzing and problem-solving abilities of linear and integer programming ... presents the more rigorous mathematical material in such a way that it can be easily skipped without disturbing the readability of the text ... contains important pedagogical features such as a user-friendly, IBM-compatible computer software package for solving linear-programming problems, numerous case studies, fully worked examples, helpful end-of-chapter exercises, the answers to selected problems, key literature citations, and over 1375 equations, drawings, and tables ... and more. Linear and Integer programming is a fundamental reference for applied mathematicians, operations researchers, computer scientists, economists, and industrial engineers, as well as an ideal text for upper-level undergraduate and graduate students in this disciplines.

Author: Paul R. Thie
Publisher: John Wiley & Sons
ISBN: 1118165454
Category : Mathematics
Languages : en
Pages : 476

View

Book Description
Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.

Author: Abdul Bari
Publisher: Cambridge Scholars Publishing
ISBN: 1527542211
Category : Mathematics
Languages : en
Pages : 231

View

Book Description
This book is primarily intended for undergraduate and postgraduate students of statistics, mathematics, operations research, and engineering. It provides the basic concepts and methods of linear and integer linear programming. The text begins with an introduction containing the mathematical background to the subject matter, and goes on to discuss advancements the field. Formulations of various problems in diverse fields in linear and integer programming formats are also presented here. The book’s presentation of the solution of various numerical problems makes the subject matter and the methods detailed in the text more lucid and easier to comprehend.

Author: Michele Conforti
Publisher: Springer
ISBN: 331911008X
Category : Business & Economics
Languages : en
Pages : 456

View

Book Description
This book is an elegant and rigorous presentation of integer programming, exposing the subject’s mathematical depth and broad applicability. Special attention is given to the theory behind the algorithms used in state-of-the-art solvers. An abundance of concrete examples and exercises of both theoretical and real-world interest explore the wide range of applications and ramifications of the theory. Each chapter is accompanied by an expertly informed guide to the literature and special topics, rounding out the reader’s understanding and serving as a gateway to deeper study. Key topics include: formulations polyhedral theory cutting planes decomposition enumeration semidefinite relaxations Written by renowned experts in integer programming and combinatorial optimization, Integer Programming is destined to become an essential text in the field.

Author: Gerard Sierksma
Publisher: CRC Press
ISBN: 1498743129
Category : Business & Economics
Languages : en
Pages : 676

View

Book Description
Presenting a strong and clear relationship between theory and practice, Linear and Integer Optimization: Theory and Practice is divided into two main parts. The first covers the theory of linear and integer optimization, including both basic and advanced topics. Dantzig's simplex algorithm, duality, sensitivity analysis, integer optimization models

Author: Elias Munapo
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110703025
Category : Computers
Languages : en
Pages : 200

View

Book Description
This book presents the state-of-the-art methods in Linear Integer Programming, including some new algorithms and heuristic methods developed by the authors in recent years. Topics as Characteristic equation (CE), application of CE to bi-objective and multi-objective problems, Binary integer problems, Mixed-integer models, Knapsack models, Complexity reduction, Feasible-space reduction, Random search, Connected graph are also treated.

Author: John K. Karlof
Publisher: CRC Press
ISBN: 1420039598
Category : Technology & Engineering
Languages : en
Pages : 336

View

Book Description
Integer Programming: Theory and Practice contains refereed articles that explore both theoretical aspects of integer programming as well as major applications. This volume begins with a description of new constructive and iterative search methods for solving the Boolean optimization problem (BOOP). Following a review of recent developments on convergent Lagrangian techniques that use objective level-cut and domain-cut methods to solve separable nonlinear integer-programming problems, the book discusses the generalized assignment problem (GAP). The final theoretical chapter analyzes the use of decomposition methods to obtain bounds on the optimal value of solutions to integer linear-programming problems. The first application article contains models and solution algorithms for the rescheduling of airlines following the temporary closure of airports. The next chapters deal with the determination of an optimal mix of chartered and self-owned vessels needed to transport a product. The book then presents an application of integer programming that involves the capture, storage, and transmission of large quantities of data collected during testing scenarios involving military applications related to vehicles, medicine, equipment, missiles, and aircraft. The next article develops an integer linear-programming model to determine the assortment of products that must be carried by stores within a retail chain to maximize profit, and the final article contains an overview of noncommercial software tools for the solution of mixed-integer linear programs (MILP). The authors purposefully include applications and theory that are usually not found in contributed books in order to appeal to a wide variety of researchers and practitioners.