Introduction to Linear Optimization and Extensions with MATLAB®

Roy H Kwon is a professor at University of Toronto - St. George Campus, Canada.

"The book goes beyond a `cookbook' for linear optimization in Matlab; instead it outlines and explains the theory behind each linear optimization technique and a number of essential theorems are provided and proven. This greatly helps the reader understand why each technique works and how it is implemented in the Matlab software. Computational projects suggested in the book can also assist students with the practical implementation of the techniques in real-life applications.—Efstratios Rappos (Aubonne) in Zentralblatt, MATH 1287

• FUNDAMENTALS: Geometry of Linear Optimization. Simplex Method. Duality and Sensitivity Analysis. EXTENSIONS: Decomposition in Linear Optimization. Quadratic Optimization. Interior Point Methods. ROBUST STRATEGIES FOR LINEAR OPTIMIZATION: Stochastic Programming. Robust Linear Optimization.