Linear Programming Computation

by Ping-Qi Pan

With emphasis on computation, this book is a real breakthrough in the field of LP. In addition to conventional topics, such as the simplex method, duality, and interior-point methods, all deduced in a fresh and clear manner, it introduces the state of the art by highlighting brand-new and advanced results, including efficient pivot rules, Phase-I approaches, reduced simplex methods, deficient-basis methods, face methods, and pivotal interior-point methods. In particular, it covers the determination of the optimal solution set, feasible-point simplex method, decomposition principle for solving large-scale problems, controlled-branch method based on generalized reduced simplex framework for solving integer LP problems.

765 pages, Paperback

First published October 31, 2013

Reviews

[Brannon · Rating 4 out of 5]

This book is for people who want to go in deep on the Simplex Method. I think it would be a difficult starter text for learning linear programming. However, it does present some interesting innovation with the author's "most obtuse angle" heuristic. The "face methods" in this book (in the last few chapters) are very interesting. I would not have even known to look for such a thing if I had not encountered them in this book. I do like the overall organization of the book; it slowly builds to the more complex variants of the algorithm.