Linear and nonlinear optimization /
Igor Griva, Stephen G. Nash, Ariela Sofer
- 2nd ed.
- Philadelphia : Society for Industrial and Applied Mathematics, 2009
- xxii, 742 p. : ill. ; 27 cm.
Includes bibliographical references (p. 707-725) and index
Optimization models -- Fundamentals of optimization -- Representation of linear constraints -- Geometry of linear programming -- The simplex method -- Duality and sensitivity -- Enhancements of the simplex method -- Network problems -- Computational complexity of linear programming -- Interior-point methods of linear programming -- Basics of unconstrained optimization -- Methods for unconstrained optimization -- Low-storage methods for unconstrained problems -- Optimality conditions for constrained problems -- Feasible-point methods -- Penalty and barrier methods.