Linear Complementarity, Linear and Nonlinear Programming
by Katta G. Murty
Number of pages: 613
This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications. It discusses clearly the various algorithms for solving the LCP, presents their efficient implementation for the computer, and discusses their computational complexity. It presents the practical applications of these algorithms and extensions of these algorithms to solve general nonlinear programming problems.
Home page url
Download or read it online for free here:
(multiple PDF files)
by Guido Schaefer - Utrecht University
From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.
by Jim Burke - University of Washington
These are notes for an introductory course in linear programming. The four basic components of the course are modeling, solution methodology, duality theory, and sensitivity analysis. We focus on the simplex algorithm due to George Dantzig.
by P.-A. Absil, R. Mahony, R. Sepulchre - Princeton University Press
Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.
by Thomas S. Ferguson - UCLA
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.