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Linear Optimization and Approximation - An Introduction to the Theoretical Analysis and Numerical Treatment of Semi-infinite Programs (Paperback, Softcover reprint of the original 1st ed. 1983)
Loot Price: R1,583
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Linear Optimization and Approximation - An Introduction to the Theoretical Analysis and Numerical Treatment of Semi-infinite Programs (Paperback, Softcover reprint of the original 1st ed. 1983)
Series: Applied Mathematical Sciences, 45
Expected to ship within 10 - 15 working days
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A linear optimization problem is the task of minimizing a linear
real-valued function of finitely many variables subject to linear
con straints; in general there may be infinitely many constraints.
This book is devoted to such problems. Their mathematical
properties are investi gated and algorithms for their computational
solution are presented. Applications are discussed in detail.
Linear optimization problems are encountered in many areas of appli
cations. They have therefore been subject to mathematical analysis
for a long time. We mention here only two classical topics from
this area: the so-called uniform approximation of functions which
was used as a mathematical tool by Chebyshev in 1853 when he set
out to design a crane, and the theory of systems of linear
inequalities which has already been studied by Fourier in 1823. We
will not treat the historical development of the theory of linear
optimization in detail. However, we point out that the decisive
break through occurred in the middle of this century. It was urged
on by the need to solve complicated decision problems where the
optimal deployment of military and civilian resources had to be
determined. The availability of electronic computers also played an
important role. The principal computational scheme for the solution
of linear optimization problems, the simplex algorithm, was
established by Dantzig about 1950. In addi tion, the fundamental
theorems on such problems were rapidly developed, based on earlier
published results on the properties of systems of linear
inequalities."
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