Linear Optimization and Duality: A Modern Exposition

Craig A. Tovey

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Linear Optimization and Dualiyy: A Modern Exposition departs from convention in significant ways. Standard linear programming textbooks present the material in the order in which it was discovered. Duality is treated as a difficult add-on after coverage of formulation, the simplex method, and polyhedral theory. Students end up without knowing duality in their bones.

This text brings in duality in Chapter 1 and carries duality all the way through the exposition. Chapter 1 gives a general definition of duality that shows the dual aspects of a matrix as a column of rows and a row of columns. The proof of weak duality in Chapter 2 is shown via the Lagrangian, which relies on matrix duality. The first three LP formulation examples in Chapter 3 are classic primal-dual pairs including the diet problem and 2-person zero sum games.

For many engineering students, optimization is their first immersion in rigorous mathematics. Conventional texts assume a level of mathematical sophistication they don’t have. This text embeds dozens of reading tips and hundreds of answered questions to guide such students.

Features

Emphasis on duality throughout Practical tips for modeling and computation Coverage of computational complexity and data structures Exercises and problems based on the learning theory concept of the zone of proximal development

Guidance for the mathematically unsophisticated reader

Subjek

Linear programming
 

Katalog

Linear Optimization and Duality: A Modern Exposition
9781315117218
586p.: pdf file.; 8 MB
English

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Pengarang

Craig A. Tovey
Perorangan
 
 

Penerbit

CRC Press
New York
2020

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