Conical Approach to Linear Programming
Author | : P D'Alessandro |
Publisher | : CRC Press |
Total Pages | : 316 |
Release | : 1997-10-29 |
ISBN-10 | : 9056990314 |
ISBN-13 | : 9789056990312 |
Rating | : 4/5 (14 Downloads) |
Download or read book Conical Approach to Linear Programming written by P D'Alessandro and published by CRC Press. This book was released on 1997-10-29 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: The conical approach provides a geometrical understanding of optimization and is a powerful research tool and useful problem-solving technique (for example, in decision support and real time control applications). Conical optimality conditions are first stated in a very general optimization framework, and then applied to linear programming. A complete theory along with primal and dual algorithms is given, and solutions and algorithms are also provided for vector and robust linear optimization. The advantages of parameter dependence of conical methods are fully discussed. In addition to numerical results, the book provides source codes and detailed documentation of a Modula-2 implementation for the main algorithms.