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Linear Programming: Foundations and Extensions / Edition 3

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This Third Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. You’ll discover a host of practical business applications as well as non-business applications. With its focus on solving practical problems, the book features free C programs to implement the major algorithms covered. The book’s accompanying website includes the C programs, JAVA tools, and new online instructional tools and exercises.

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Editorial Reviews

From the Publisher
From the reviews of the third edition:

"Robert Vanderbei’s textbook on linear programming, now in its third edition, builds on many of the approaches used by Chvátal and includes up-to-date coverage of a number of topics, including interior point methods, that have become important in the 25 years since the publication of Chvátal’s book. Vanderbei’s book is divided into four parts. … suitable for use in a first course in linear programming covering the simplex method at the advanced undergraduate or graduate level." (Brian Borchers, MathDL, May, 2008)

From The Critics
Constrained optimization is introduced here with specific examples and concrete algorithms preceding more abstract topics. The book begins with treatment of linear programming, then proceeds to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. Dynamic programming and the linear complementarity problem are covered as well. Early chapters assume background only in linear algebra. Later chapters require some knowledge of multivariate calculus. Code is included for C programs that implement example algorithms. This second edition adds many new exercises, and offers online tools for learning the simplex method and duality theory. Vanderbei is affiliated with the Department of Operations Research & Financial Engineering at Princeton University. Annotation c. Book News, Inc., Portland, OR (
A introduction to the subject; the first two sections assume only linear algebra, but the other two require some knowledge of multivariate calculus, particularly the ability to use Lagrange multipliers to solve simple calculus problems in two and three dimensions. Includes source code in C for five of the problems discussed, and answers to some of the exercises. Annotation c. by Book News, Inc., Portland, Or.
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Product Details

Table of Contents

Preface.- Preface to 2nd edition.- Preface to 3rd edition.- Introduction.- The Simplex Method.- Degeneracy.- Efficiency of the Simplex Method.- Duality method.- The Simplex Method in matrix notation.- Sensitivity and parametric analyses.- Implementation issues.- Problems in general form.- Convex analysis.- Game theory.- Regression.- Financial applications.- Network flow problems.- Applications.- Structural optimization.- The central path.- A path-following method.- The KKT system.- Implementation issues.- The affine-scaling method.- The homogeneous self-dual method.- Integer programming.- Quadratic programming.- Convex programming.- Source listings.- Answers to selected exercises.- Bibliography.- Index.

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