INTRODUCTION TO LINEAR OPTIMIZATION

The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics being expressive abilities of LOgeometry of LO — structure of polyhedral sets, LO duality and its applicationstraditional LO algorithms — primal and dual simplex methods, and network simplex methodpolynomial time solvability of LO via ellipsoid algorithmconic programming with emphasis on expressing abilities of second order and semidefinite optimization, and polynomial time primal-dual interior point algorithms for linear and semidefinite optimization.;