
Linear Programming
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This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Readers will discover a host of practical business applications as well as non-business applications.
Topics are clearly developed with many numerical examples worked out in detail. Specific examples and concrete algorithms precede more abstract topics. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered, including the two-phase simplex method, primal-dual simplex method, path-following interior-point method, and homogeneous self-dual methods. In addition, the author provides online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's website. The website also includes new online instructional tools and exercises.
Reviews / Votes
"Technically, this is a graduate text, though it can be taught to seniors. ... One of the things that makes Vanderbei's book so valuable is that he may be the best writer in his area. His writing is very clear and there is generous use of figures and diagrams. ... A two-book library consisting of Cottle and Thapa [2017] and Vanderbei at the graduate level should cover the needs of any graduate student interested in LP." (The UMAP Journal, Vol. 41 (1), 2020)
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