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Introduction to Linear Optimization and Extensions with MATLABę,9781439862636
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Introduction to Linear Optimization and Extensions with MATLABę

by ;
Edition:
1st
ISBN13:

9781439862636

ISBN10:
143986263X
Format:
Hardcover
Pub. Date:
9/5/2013
Publisher(s):
CRC Press
List Price: $104.95

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What version or edition is this?
This is the 1st edition with a publication date of 9/5/2013.
What is included with this book?
  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
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Summary

Filling the need for an introductory book on linear programming that discusses the important ways to mitigate parameter uncertainty, this book includes two major ways of including parameter uncertainty: stochastic linear programming and robust linear optimization. It offers a vigorous development of linear programming theory and methods by presenting basics before theory. It also presents financial optimization case studies that consolidate the material presented within the book. A student solutions manual is provided, as well as MATLAB exercises and code accessible by website. MATLAB exercises, a student solutions manual, and an extensive bibliography are included.


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