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Basics in Linear and Convex Optimization

Roman A. Polyak
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Roman A. Polyak: School of Mathematical Sciences

Chapter Chapter 5 in Introduction to Continuous Optimization, 2021, pp 145-232 from Springer

Abstract: Abstract In the first part of this chapter we cover basic LP facts, including LP duality, special LP structure, as well as two main tools for solving LP: simplex and interior point methods (IPMs).

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-68713-7_5

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DOI: 10.1007/978-3-030-68713-7_5

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