Simplicial Algorithms for Minimizing Polyhedral Functions

by M. R. Osborne

Overview

This book provides the first general account of the development of simplicial algorithms. These include the ubiquitous simplex method of linear programming widely used in industrial optimization and strategic decision making and methods important in data analysis, such as problems involving very large data sets. The theoretical development is based on a new way of representing the underlying geometry of polyhedra functions (functions whose graphs are made up of plane faces), and is capable of resolving problems that occur when combinatorially large numbers of faces intersect at each vertex.

Product Details

ISBN-13:	9781107403505
Publisher:	Cambridge University Press
Publication date:	09/15/2011
Pages:	262
Product dimensions:	6.00(w) x 8.90(h) x 0.80(d)

Table of Contents

1. Some basic convex analysis; 2. Introduction to Polyhedra functions; 3. Linear programming algorithms; 4. Piecewise linear separable problems; 5. Rank regression problems; 6. Polyhedral constrained optimization.

Editorial Reviews

Review of the hardback: '… will be very useful to researchers and students in the field … will certainly serve as a standard reference on the subject for a long time.' Numerical Algorithms

Review of the hardback: 'The book has a rich content and can be recommended to all optimizers, it is even a good supplement for specialists.' Alfred Göpfert, Zentralblatt für Mathematik

Review of the hardback: 'The treatment is mathematical (definition, lemma, theorem, proof type of text) but attention is paid to algorithms and practical implementation aspects too. It is easy to read and a reference book for novice students as well as for implementors of the methods.' Bulletin of the Belgian Mathematical Society

From the Publisher