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Preface |
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PART I LINEAR PROGRAMMING (LP) |
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1 LP Models And Applications |
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1 | (28) |
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1.1 A linear programming problem |
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1 | (4) |
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1.2 Linear programs and linear functions |
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5 | (2) |
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1.3 LP models and applications |
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7 | (15) |
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22 | (7) |
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2 Linear Equations And Inequalities |
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29 | (32) |
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2.1 Equivalent forms of the LP |
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30 | (11) |
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41 | (16) |
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57 | (4) |
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61 | (24) |
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62 | (8) |
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3.2 A case where the sufficient condition is also necessary |
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70 | (1) |
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71 | (3) |
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74 | (4) |
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3.5 Steps of the Simplex Algorithm |
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78 | (3) |
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81 | (4) |
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4 The Simplex Algorithm Continued |
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85 | (32) |
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4.1 Finding a feasible solution |
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85 | (9) |
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4.2 Dealing with degeneracy |
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94 | (7) |
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4.3 Revised Simplex Method |
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101 | (10) |
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111 | (6) |
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5 Duality And The Dual Simplex Algorithm |
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117 | (22) |
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117 | (13) |
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5.2 Introduction to the Dual Simplex Algorithm |
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130 | (5) |
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135 | (4) |
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6 Postoptimality Analyses |
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139 | (46) |
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6.1 Changing model dimensions |
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141 | (12) |
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6.2 Ranging (Sensitivity analysis) |
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153 | (6) |
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6.3 Parametric linear programming |
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159 | (14) |
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6.4 Shadow prices and their interpretation |
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173 | (5) |
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178 | (7) |
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7 Some Computational Considerations |
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185 | (48) |
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7.1 Problems with explicitly bounded variables |
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185 | (12) |
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7.2 Constructing a starting (feasible) basis |
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197 | (7) |
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7.3 Steepest-edge rule for incoming column selection |
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204 | (4) |
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7.4 Structured linear programs |
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208 | (16) |
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7.5 Computational complexity of the Simplex Algorithm |
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224 | (4) |
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228 | (5) |
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PART II NONLINEAR PROGRAMMING (NLP) |
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8 NLP Models And Applications |
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233 | (38) |
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8.1 Nonlinear programming |
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233 | (4) |
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8.2 Unconstrained nonlinear programs |
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237 | (9) |
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8.3 Linearly constrained nonlinear programs |
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246 | (3) |
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8.4 Quadratic programming |
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249 | (12) |
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8.5 Nonlinearly constrained nonlinear programs |
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261 | (4) |
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265 | (6) |
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9 Unconstrained Optimization |
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271 | (46) |
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9.1 Generic Optimization Algorithm |
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272 | (1) |
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9.2 Optimality conditions for univariate minimization |
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273 | (3) |
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9.3 Finite termination versus convergence of algorithms |
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276 | (2) |
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278 | (12) |
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9.5 Univariate minimization |
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290 | (9) |
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9.6 Optimality conditions for multivariate minimization |
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299 | (2) |
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9.7 Methods for minimizing smooth unconstrained functions |
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301 | (4) |
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9.8 Steplength algorithms |
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305 | (6) |
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311 | (6) |
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317 | (52) |
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10.1 The Steepest-descent Method |
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318 | (9) |
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327 | (19) |
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10.3 Quasi-Newton Methods |
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346 | (12) |
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10.4 The Conjugate-gradient Method |
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358 | (3) |
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361 | (8) |
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369 | (50) |
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11.1 Statement of the problem |
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370 | (1) |
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11.2 First-order optimality conditions |
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371 | (14) |
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11.3 Second-order optimality conditions |
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385 | (6) |
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391 | (4) |
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11.5 Elementary duality theory for nonlinear programming ... |
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395 | (13) |
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408 | (11) |
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12 Problems With Linear Constraints |
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419 | (50) |
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12.1 Linear equality constraints |
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419 | (12) |
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12.2 Methods for computing Z |
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431 | (4) |
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12.3 Linear inequality constraints |
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435 | (6) |
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441 | (5) |
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446 | (17) |
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463 | (6) |
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13 Problems With Nonlinear Constraints |
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469 | (48) |
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13.1 Nonlinear equality constraints |
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469 | (8) |
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13.2 Nonlinear inequality constraints |
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477 | (3) |
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13.3 Overview of algorithm design |
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480 | (2) |
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13.4 Penalty-function Methods |
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482 | (7) |
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13.5 Reduced-gradient and Gradient-projection Methods |
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489 | (2) |
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13.6 Augmented Lagrangian Methods |
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491 | (10) |
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13.7 Projected Lagrangian Methods |
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501 | (3) |
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13.8 Sequential Quadratic Programming (SQP) Methods |
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504 | (8) |
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512 | (5) |
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14 Interior-Point Methods |
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517 | (20) |
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14.1 Barrier-function methods |
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518 | (7) |
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14.2 Primal barrier-function method for linear programs |
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525 | (4) |
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14.3 Primal-Dual barrier function for linear programs |
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529 | (4) |
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533 | (4) |
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537 | (48) |
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A Some Mathematical Concepts |
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537 | (48) |
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A.1 Basic terminology and notation from set theory |
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537 | (3) |
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540 | (4) |
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A.3 Properties of vectors and matrices |
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544 | (4) |
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A.4 Properties of sets in Rn |
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548 | (6) |
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A.5 Properties of functions on Rn |
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554 | (7) |
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561 | (5) |
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A.7 Properties of convex functions |
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566 | (8) |
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A.8 Conjugate duality for convex programs |
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574 | (8) |
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582 | (3) |
Glossary Of Notation |
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585 | (2) |
Bibliography |
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Index |
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