Linear Programming Vasek Chvatal

Number 1 linear programming course. Learn the simplex method, duality and sensitivity analysis for linear programs

Today many economists, engineers and mathematicians are familiar with linear programming and are able to apply it. This is owing to the following facts: during the last 25 years efficient methods have been developed; at the same time sufficient computer capacity became available; finally, in many different fields, linear programs have turned out to be appropriate models for solving practical problems. However, to apply the theory and the methods of linear programming, it is required that the data determining a linear program be fixed known numbers.

The main theorem of Linear Programming Duality, relating a "pri­ mal" Linear Programming problem to its "dual" and vice versa, can be seen as a statement about sign patterns of vectors in complemen­ tary subspaces of Rn. This observation, first made by R.T. Rockafellar in the late six­ ties, led to the introduction of certain systems of sign vectors, called "oriented matroids". Indeed, when oriented matroids came into being in the early seventies, one of the main issues was to study the fun­ damental principles underlying Linear Progra.mrning Duality in this abstract setting.

Linear Programming provides an in-depth look at simplex based as well as the more recent interior point techniques for solving linear programming problems. Starting with a review of the mathematical underpinnings of these approaches, the text provides details of the primal and dual simplex methods with the primal-dual, composite, and steepest edge simplex algorithms.

This book presents the necessary and essential backgrounds of fuzzy set theory and linear programming, particularly a broad range of common Fuzzy Linear Programming (FLP) models and related, convenient solution techniques. These models and methods belong to three common classes of fuzzy linear programming, namely: (i) FLP problems in which all coefficients are fuzzy numbers, (ii) FLP problems in which the right-hand-side vectors and the decision variables are fuzzy numbers, and (iii) FLP problems in which the cost coefficients, the right-hand-side vectors and the decision variables are fuzzy numbers.

To this reviewer’s knowledge, this is the first book accessible to the upper division undergraduate or beginning graduate student that surveys linear programming from the Simplex Method…via the Ellipsoid algorithm to Karmarkar’s algorithm. Moreover, its point of view is algorithmic and thus it provides both a history and a case history of work in complexity theory. The presentation is admirable; Karloff's style is informal (even humorous at times) without sacrificing anything necessary for understanding. Diagrams (including horizontal brackets that group terms) aid in providing clarity. The end-of-chapter notes are helpful…Recommended highly for acquisition, since it is not only a textbook, but can also be used for independent reading and study.