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Introduction To Linear and Nonlinear Programing

Introduccion a la programacion lineal

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63 views354 pages

Introduction To Linear and Nonlinear Programing

Introduccion a la programacion lineal

Uploaded by

Orlando
Copyright
© © All Rights Reserved
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INTRODUCTION TO LUNEAR AND NONLINEAR PROGRAMMING DAVID G. LUENBERGER Stanford University ADDISON-WESLEY PUBLISHING COMPANY Ontario - Sydney London - Amsterdam - Don Mi Chapter 1 La 1.2 13 14 PARTI Chapter 2 21 2.2 23 24 a5 2.6 "3.6 37 38 "39 3.10 BAL Introduction Optimization ©. 2 Types of problems. . 2. 1... Size of problems... . . . Iterative algorithms and convergence . . Linear Programming Basic Properties of Linear Programs Introduction 2. 2... Examples of linear programming problems. Basic solutions... : The fundamental theorem of linear p programming . Relations to convexity... . eee ‘The Simplex Method Pivots 6 6 ee Adjacent extreme points. . 2 2. Determining a minimum feasible solution . Computational procedure—simplex method Attificial variables. 2. 0. 2 2. Variables with upper bounds . Matrix form of the simplex method . The revised simplex method... The simplex method and LU decomposition Summary . . fg Exercises 2 6 ee ee CONTENTS i 16 18 20 25 x Contents, Chapter 4 41 42 43 44 45 4.6 47 Chapter 5 5. 5.2 53 54 55 5.6 37 PART IL Chapter 6 61 62 63 6.4 6.5 6.6 67 68 Chapter 7 TA Ta 73 74 15 16 17 78 79 7.10 TM Duality Duallinear programs . . 2... The duality theorem . : |. Relations to the simplex procedure... Sensitivity and complementary slackness . eUhetdunl simmpleximetod) 10 aes Thelprimal-dual algorithm = =. 40. 2 ||| exercises Reduction of Linear Inequalities IniOducliOn =e Redundant equations 2... ieulliverebles: oes a. Nonextremal variables © 2. 2 2. ReducedipcoDles 0 Applications of reduction... oe Exercises... Boe oe Unconstrained Problems Basic Properties of Solutions and Algorithms Necessary conditions for local minima... Sufficient conditions for a relative minimum . Convex and concave functions. . 2... . Minimization and maximization of convex functions Global convergence of descent algorithms Speed of convergence Sumer Exercises. oe Bog Basic Descent Methods Fibonacci and golden section seare Line search by curve fitting . Global conve; Closedness of line search algorithms fa . nce of curve fitting co : Inaccurate line search =... The method of steepest descent Newton's method 5. Coordinate descent methods Boece Spacersteps . 6... ee Summary . 5 68 n B 16 8 81 86 90 a 91 94 96 104 105 110 113 114 118 120 127 131 134, 137 143 146 147 148 155 158 161 162 163

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