内容

目次

1. Introduction. Part I: Linear Programming. 2. Basic Properties of Linear Programs.3. The Simplex Method. 4. Duality. 5. Transportation and Network Flow Problems. Part II: Unconstrained Problems. 6. Basic Properties of Solutions and Algorithms. 7. Basic Descent Methods. 8. Conjugate Direction Methods. 9. Quasi- Newton Methods. Part III: Constrained Minimization. 10. Constrained Minimization Conditions. 11. Primal Methods. 12. Penalty and Barrier Methods. 13. Dual and Cutting Plane Methods. 14. Lagrange Methods. Appendix A: Mathematical Review. A.1. Sets. A.2. Matrix Notation. A.3. Spaces. A.4. Eigenvalues and Quadratic Forms. A.5. Topological Concepts. A.6. Functions. Appendix B: Convex Sets. B.1. Basic Definitions. B.2. Hyperplanes and Polytopes. B.3. Separating and Supporting Hyperplanes. B.4. Extreme Points. Appendix C: Gaussian Elimination. Bibliography. Index.