Linear and Integer Optimization (eBook, PDF)
Theory and Practice, Third Edition
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This textbook presents a strong and clear relationship between theory and practice. It covers basic topics such as Dantzig's simplex algorithm, duality, sensitivity analysis, integer optimization models, and network models as well as more advanced topics including interior point algorithms, the branch-and-bound algorithm, cutting planes, and complexity. Along with case studies, it also discusses more advanced techniques such as column generation, multiobjective optimization, and game theory. It also includes computer code in the form of models in GMPL. The book contains appendices covering mat...
This textbook presents a strong and clear relationship between theory and practice. It covers basic topics such as Dantzig's simplex algorithm, duality, sensitivity analysis, integer optimization models, and network models as well as more advanced topics including interior point algorithms, the branch-and-bound algorithm, cutting planes, and complexity. Along with case studies, it also discusses more advanced techniques such as column generation, multiobjective optimization, and game theory. It also includes computer code in the form of models in GMPL. The book contains appendices covering mathematical proofs, linear algebra, graph theory, convexity, and a background in nonlinear optimization. All chapters contain extensive examples and exercises. .
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