Public marks with tag "lecture notes" Public marks with tag "lecture notes" http://blogmarks.net/marks/tag/lecture notes Linear Programming: Foundations and Extensions http://www.princeton.edu/~rvdb/LPbook/ # Balanced treatment of the simplex method and interior-point methods. # Efficient source code (in C) for all the algorithms presented in the text. # Thorough discussion of several interior-point methods including primal-dual path-following, affine-scaling, and homogeneous self dual methods. # Extensive coverage of applications including traditional topics such as network flows and game theory as well as less familiar ones such as structural optimization, L^1 regression, and the Markowitz portfolio optimization model. # Over 200 class-tested exercises. # A dynamically expanding collection of exercises. 2008-03-21T17:37:30Z ogrisel optimization, theory, linear programming, interior point, lecture notes, pdf

Linear Programming: Foundations and Extensions

by ogrisel

# Balanced treatment of the simplex method and interior-point methods. # Efficient source code (in C) for all the algorithms presented in the text. # Thorough discussion of several interior-point methods including primal-dual path-following, affine-scaling, and homogeneous self dual methods. # Extensive coverage of applications including traditional topics such as network flows and game theory as well as less familiar ones such as structural optimization, L^1 regression, and the Markowitz portfolio optimization model. # Over 200 class-tested exercises. # A dynamically expanding collection of exercises.

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