Optimization Theory and Algorithms (2nd Edition)

Author: Chen Baolin
Publisher:
Publish Date: 2005-01-01
Features: This book is compiled by Professor Chen Baolin based on years of practical experience. It includes topics such as the simplex method for linear programming, duality theory, sensitivity analysis, transportation problems, interior-point algorithms, K-T conditions for nonlinear programming, unconstrained optimization methods, constrained optimization methods, integer programming, and dynamic programming. The book contains a large number of classic and recent algorithms, offers systematic theoretical analysis, and is highly practical. The proofs of theorems and derivations of algorithms are primarily based on mathematical analysis and linear algebra, making them relatively simple and easy to learn. This book can serve as a teaching reference for courses in operations research and is also suitable for applied mathematicians and engineering professionals. The book is divided into five parts: Preliminary Knowledge, Linear Programming, Nonlinear Programming, Integer Programming, and Dynamic Programming. While maintaining the writing style of the first edition, some algorithms that are less commonly used now have been removed, certain chapters have been rewritten, and new content such as parameterized linear programming, transportation problems, path-following methods for linear programming, trust-region methods, path-following methods for quadratic programming, integer programming, and dynamic programming have been added. Compared to the first edition, the second edition features more abundant algorithms, deeper theoretical analysis, and reflects some recent advancements in certain branches of operations research to a certain extent.