Главная    Ex Libris    Книги    Журналы    Статьи    Серии    Каталог    Wanted    Загрузка    ХудЛит    Справка    Поиск по индексам    Поиск    Форум   
blank
Авторизация

       
blank
Поиск по указателям

blank
blank
blank
Красота
blank
Vanderbei R.J. — Linear Programming: Foundations and Extensions
Vanderbei R.J. — Linear Programming: Foundations and Extensions

Читать книгу
бесплатно

Скачать книгу с нашего сайта нельзя

Обсудите книгу на научном форуме



Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter


Название: Linear Programming: Foundations and Extensions

Автор: Vanderbei R.J.

Аннотация:

This book focuses largely on constrained optimization. It begins with a substantial treatment of linear programming and proceeds to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Along the way, dynamic programming and the linear complementarity problem are touched on as well. This book aims to be the first introduction to the topic. Specific examples and concrete algorithms precede more abstract topics. Nevertheless, topics covered are developed in some depth, a large number of numerical examples worked out in detail, and many recent results are included, most notably interior-point methods. The exercises at the end of each chapter both illustrate the theory, and, in some cases, extend it. Optimization is not merely an intellectual exercise: its purpose is to solve practical problems on a computer. Accordingly, the book comes with software that implements the major algorithms studied.


Язык: en

Рубрика: Математика/Оптимизация и управление/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2001

Количество страниц: 450

Добавлена в каталог: 23.04.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
blank
Предметный указатель
$ldl^{t}$-factorization      318
$l^{2}$-regression      193
$l^{p}$-norm      193
Acyclic network      217
Adler & berenguer (1981)      209 435
Adler & megiddo (1985)      53 208 435
Adler et al. (1989)      369 435
Affine-scaling algorithm      333
Ahuja et al. (1993)      240 257 435
Algorithm affine-scaling      333
Algorithm dijkstra's      246
Algorithm dual simplex      103
Algorithm homogeneous, self-dual interior-point      364
Algorithm parametric self-dual simplex      121
Algorithm path-following      296
Algorithm path-following convex programming      420
Algorithm path-following general form      330
Algorithm path-following quadratic programming      407
Algorithm primal simplex      103
Algorithm self-dual network simplex      229
Algorithm self-dual parametric simplex      124
Algorithm successive quadratic programming      417
Anstreicher (1996)      306 435
ARC      213
Arc head of      217
Ascent direction      333
Assignment problem      243
Auxiliary problem      19
Axes, pitch, roll, and yaw      267
Backward substitution      130
Balanced flow      218
Barnes (1986)      346 435
Barrier function      278
Barrier problem      277 278
Basic feasible solution      16
Basic variables      16
Bayer & lagarias (1989a)      289 435
Bayer & lagarias (1989b)      289 435
Bazaraa et al. (1977)      11 240 435
Bellman (1957)      257 435
Bellman's equation      245
Ben-tal, a.      xvi
Bendsoe et al. (1994)      272 435
Bernstein, d.h.      xvi
Bertsekas (1991)      240 435
Bertsekas (1995)      289 411 435
Bimatrix games      185
Bipartite graph      241
Bland (1977)      44 435
Bland's rule      36
Bloomfield & steiger (1983)      208 435
Bluffing      181
Borgwardt (1982)      53 124 208 436
Borgwardt (1987a)      53 208 436
Borgwardt (1987b)      53 436
Bradley et al. (1977)      11 436
Branch-and-bound      373 380
Breadth-first search      383
Bump      142
Capacity cut      250
Caratheodory (1907)      171 436
Carpenter et al. (1993)      306 436
Central path      277 280 287
Centroid      204
Certificate of optimality      66
Charnes (1952)      44 436
Christofides (1975)      240 436
Chvatal (1983)      27 187 436
Cinlar, E.      xvi
Column dominance      185
Come-from      376
Complementarity      284
Complementarity strict      168
Complementary slackness theorem      66
Complexity predictor-corrector algorithm      359
Complexity theory      54
Concave function      170 414
Connected      217 237
Connected components      237
Conservation laws      264
Continuous paths      342
Convergence      296 341 357
Convex analysis      161
Convex combination      161
Convex function      410 414
Convex hull      163
Convex programming      413
Convex programming interior-point method for      415
Convex quadratic programming problem      403
Convex set      161
Corrector step      354
Cost lost opportunity      5
Crew scheduling problem      374
Critical point      191
Critical points      280
Cut set      250
CYCLE      217
Cycling      30
Dantzig & orchard-hayes (1954)      150 436
Dantzig (1951a)      10 240 436
Dantzig (1951b)      10 436
Dantzig (1955)      160 436
Dantzig (1963)      10 27 124 436
Dantzig et al. (1955)      44 436
Dantzig, G.B.      10 27 87
Dantzig, T.      87
Decision variables      6
Degeneracy      29
Degeneracy geometry      39
Degenerate dictionary      29
Degenerate pivot      29
Demand node      241
Den hertog (1994)      423 436
Depth-first search      383
Destination node      241
Devex      150
DICTIONARY      16
Diet problem      85
Digraph      213
Dijkstra (1959)      257 436
Dijkstra's algorithm      246
Dikin (1967)      346 436
Dikin (1974)      346 437
Directed paths      244
Dodge (1987)      208 437
Dorn et al. (1964)      272 437
Dresher (1961)      187 437
Dual estimates      346
Dual network simplex method      225
Dual pivot      227 230
Dual problem      57
Dual problem general form      73
Dual simplex method      68 101 153 155
Duality theory      55
Duff et al. (1986)      150 437
Dynamic programming      245
EDGE      40
Efficiency simplex method      45 198
Efficient frontier      398
Elias et al. (1956)      257 437
Ellipsoid method      54
Entering arc      230
Entering variable      17 94 102
Enumeration tree      383
Equilibrium nash      185
Equivalence classes      237
Equivalence relation      237
Eta matrix      140
Eta-file      140
Facet      40
Facility location      204
Factorization $ldl^{t}$      318
Factorization instability and quasidefinite matrices      322
Factorization lu      128
Factorization stability and positive definite matrices      318
Fair game      178
Farkas (1902)      171 437
Farkas' Lemma      167
Feasible flow      218
Feasible solution      7
Fiacco & mccormick (1968)      289 423 437
fixed costs      378
Flow balance constraints      215
Folven, g.      xvi
Ford & fulkerson (1956)      257 437
Ford & fulkerson (1958)      240 437
Ford & fulkerson (1962)      240 437
Forrest & tomlin (1972)      150 437
Forward substitution      129
Fourer & mehrotra (1991)      331 437
Fourer et al. (1993      xiv 437
Fourer, r.      xiv
FOURIER      10
Fulkerson & dantzig (1955)      257 437
Function barrier      278
Function concave      170 414
Function concave strongly      86
Function convex      410 414
Function convex strongly      86
Function objective      6
Gal (1993)      44 437
Gale et al. (1951)      87 187 437
Game theory      173
Games bimatrix      185
Games zero-sum      173
Garey & johnson (1977)      54 437
Garfinkel & nemhauser (1972)      393 437
Garfinkel, R.S.      xvi
Gass & saaty (1955)      124 438
Gay (1985)      199 438
Gay, D.M.      xiv
Gill et al. (1991)      150 438
Gill et al. (1992)      331 438
Gilmartin, j.      xvi
Go-to      376
Goldfarb & reid (1977)      150 438
Golub & vanloan (1989)      150 438
Gonin & money (1989)      208 438
Gordan(1873)      171 438
Gradient      413
Graph      213
Gravity, acceleration due to      206
Gross, L.      xvi
Halfspace      40 165
Halfspace generalized      165
Hall & vanderbei (1993)      346 438
Hall, L.A.      xvi
Harris (1973)      150 438
Hedging      396
Hemp      1973 272 438
hessian      282 413
Higher-order methods      304
Hillier & lieberman (1977)      11 438
Hitchcock (1941)      257 438
Hitchcock transportation problem      242
Hoffman (1953)      43 438
Holder's inequality      299
Homogeneous problem      350 351
Homogeneous self-dual method      349
Homotopy method      115 303
Howard (1960)      257 438
Huard (1967)      289 438
Ikura, Y.      xvi
Incidence matrix      262
Infeasibility      8 157 292
Infeasible dictionary      20
Initialization dual-based      71
Integer programming      231
Integer programming problem      373 380
Integrality theorem      231
Interior-point methods      277
Interior-point methods affine-scaling      333
Interior-point methods homogeneous, self-dual      364
Interior-point methods path-following      296
Interior-point methods path-following convex programming      420
Interior-point methods path-following general form      330
Interior-point methods path-following quadratic programming      407
Inventory, cost of      4
Iterative reweighted least squares      207
Iteratively reweighted least squares      196
Jensen & barnes (1980)      240 438
John (1948)      313 438
Joint      259
Kantorovich (1960)      10 438
Karlin (1959)      187 439
Karmarkar (1984)      289 306 346 439
Karmarkar, N.K.      306
Karush (1939)      313 439
Karush — kuhn — tucker (kkt) system      307 360
Karush, W.      307 313 329 406
Kennington & helgason (1980)      240 439
Kernighan, b      xiv
Khachian (1979)      54 306 439
Klee & minty (1972)      53 439
Klee, v      xvi
Knapsack problem      392
Kojima et al. (1989)      306 439
Konig's theorem      232
Koopmans, T.C.      10
Kotzig (1956)      257 439
Kuhn & tucker (1951)      313 439
Kuhn (1950)      187 439
Kuhn (1976)      313 439
Kuhn, H.W.      307 329 406
Label-correcting algorithm      245
Label-setting algorithm      245
labels      245
Lagrange multipliers      280 281
Lagrangian      282
Lagrangian duality      78
Lawler (1976)      240 439
Least squares      194
Leaving arc      230
Leaving variable      17 95 102
Legendre transform      86
legs      373
Lemke (1954)      87 439
Lemke (1965)      124 439
Lemma farkas'      167
Lexicographic method      32 35 44
Linear complementarity problem      186 304
Linear program standard form      7
Logarithmic barrier function      278
Long-step method      367 368
Lower bounds      151
LP-relaxation      244 381
LU-factorization      128
Luenberger (1984)      289 439
Lustig (1990)      306 439
Lustig et al. (1994)      331 439
Lustig, i.j.      xvi
Mandelbaum, a.      xvi
Markowitz (1957)      150 439
Markowitz (1959)      411 440
Markowitz model      395
Marshall & suurballe (1969)      43 440
Mascarenhas (1997)      346 440
Matrix game      173
Matrix notation      89
Matrix positive definite      315
1 2 3
blank
Реклама
blank
blank
HR
@Mail.ru
       © Электронная библиотека попечительского совета мехмата МГУ, 2004-2017
Электронная библиотека мехмата МГУ | Valid HTML 4.01! | Valid CSS! О проекте