Linear Programming 2 : Theory and Extensions

Linear programming represents one of the major applications of mathematics to business, industry, and economics. George Dantzig is widely regarded as the founder of this subject with his invention of the simplex algorithm in the 1940s. This second volume adds to the theory of the items discussed in the first volume. In addition, it includes advanced topics including variants of the simplex method, interior point methods (early and current methods), GUB, decomposition, integer programming, and game theory.