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Showing posts with label Linear Programming. Show all posts
Showing posts with label Linear Programming. Show all posts

Monday, 3 March 2014

Variational Analysis


From its origins in the minimization of integral functionals, the notion of 'variations' has evolved greatly in connection with applications in optimization, equilibrium, and control. It refers not only to constrained movement away from a point, but also to modes of perturbation and approximation that are best describable by 'set convergence', variational convergence of functions and the like.

This book develops a unified framework and, in finite dimension, provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, maximal monotone mappings, second-order subderivatives, measurable selections and normal integrands.

The changes in this 3rd printing mainly concern various typographical corrections, and reference omissions that came to light in the previous printings. Many of these reached the authors' notice through their own re-reading, that of their students and a number of colleagues mentioned in the Preface. The authors also included a few telling examples as well as improved a few statements, with slightly weaker assumptions or have strengthened the conclusions in a couple of instances.

Title Variational Analysis
Author(s) R. Tyrrell Rockafellar, Roger J-B Wets
Publisher: Springer (July 3, 2009)
Hardcover 733 pages
Language: English
ISBN-10: 3540627723
ISBN-13: 978-3540627722
eBook: http://www.math.washington.edu/~rtr/papers/VarAnalysis-RockWets.pdf

Linear Programming: Foundations and Extensions


This book 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.

Title Linear Programming: Foundations and Extensions
Author(s) Robert J. Vanderbei
Publisher: Springer; 4th ed. 2014 edition (July 30, 2013)
Hardcover 468 pages
Language: English
ISBN-10: 1461476291
ISBN-13: 978-1461476290
eBook: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.111.1824&rep=rep1&type=pdf
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