| Author(s) | Book |
|---|---|
| Mothtar, S. Bazaraa
American Airlines Decision Technologies, Dallas Hanif, D. Sherali Virginia Polytechnic Institute and State University, Blacksburg, Virginia C.M. Shetty Georgia Institute of Technology, Atlanta, | Nonlinear Programming. Theory and Algorithms
John Wiley & Sons, Inc., New York, (pp.xiii+638), 1993 ISBN 0-471-55793-5 Contents 1. Introduction Part 1. Convex Analysis 2. Convex Sets 3. Convex Functions and Generalizations Part 2. Optimality Conditions and Duality 4. The Fritz John and Karush-Kuhn-Tucker Optimality Conditions 5. Constraint Qualifications 6. Lagrangian Duality and Saddle Point Optimality Conditions Part 3. Algorithms and Their Convergence 7. The Concept of Algorithm 8. Unconstrained Optimization 9. Penalty and Barrier Functions 10. Methods of Feasible Directions 11. Linear Complementariry Problem, and Quadratic, Separable, Fractional, and Geometric Programming Appendix A. Mathematical Review Appendix B. Summary of Convexity, Optimality Conditions, and Duality Bibliography Index |
| Mothtar, S. Bazaraa
Burnham Service Corporation Hanif, D. Sherali Virginia Polytechnic Institute and State University, Blacksburg, Virginia C.M. Shetty Georgia Institute of Technology, Atlanta, | Linear Programming and Network Flows
John Wiley & Sons, Inc., New York, Second Edition, pp.xiv+684, 1990 ISBN 0-471-63681-9 Contents 2. Linear Algebra, Convex Analysis, and Polyhedral Sets 3. The Simplex Method 4. Starting Solution and Convergence 5. Special Simplex Implementations and Optimality Conditions 6. Duality and Sensitivity Analysis 7. The Decomposition Principle 8. Complexity of the Simplex Algorithm and Polynomial Algorithms 9. Minimal Cost Network Flows 10. The Transportation and Assignment Problems 11. The Out-of-Kilter Algorithm 12. Maximal Flow, Shortest Path, Multicommodity Flow, and Network Synthesis Problems Bibliography Index |
| J. E. Beasley
The Management School, Imperial College, London SW7 2AZ, England Tel: (+44) 0171 594 9171 Fax: (+44) 0171 823 7685 Email: beasley@ic.ac.uk | Advances in linear and integer programming
Oxford University Press, 1996 ISBN 0-19-853856-1 Contents Chapter 1 Simplex algorithms Chapter 2 Interior point methods Chapter 3 A computational view of interior point methods Chapter 4 Interior point algorithms for network flow problems Chapter 5 Branch and cut algorithms Chapter 6 Interior point algorithms for integer programming Chapter 7 Computational logic and integer programming Index |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 | Nonlinear Programming
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: 1995, 656 pages, hardcover, Price: $79.00 ISBN: 1-886529-14-0 Contents 2. Optimization Over a Convex Set 3. Lagrange Multiplier Theory 4. Lagrange Multiplier Algorithms 5. Duality and Convex Programming 6. Dual Methods 7. Appendix A: Mathematical Background 8. Appendix B: Convex Analysis 9. Appendix C: Line Search Methods 10. Appendix D: Implementation of Newton's Method 11. References 12. Index Review by Olvi Mangasarian (Optima, March 1997) Lecture Notes, Theoretical Problem Solutions, Codes (Link to Prof. Bertsekas' Nonlinear Programming course at MIT) |
| Dimitris Bertsimas
Sloan School of Management, Bldg E53-359 Massachusetts Institute of Technology, Cambridge, MA 02139, USA John N. Tsitsiklis Massachusetts Institute of Technology Room 35-209 77 Massachusetts Avenue Cambridge, MA 02139-4307 | Introduction to Linear Optimization
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: 1997, 608 pages, hardcover, Price: $74.00 ISBN: 1-886529-19-1 Contents 2. The geometry of linear programming 3. The simplex method 4. Duality theory 5. Sensitivity analysis 6. Large scale optimization 7. Network flow problems 8. Complexity of linear programming and the ellipsoid method 9. Interior point methods 10. Integer programming formulations 11. Integer programming methods 12. The art in linear optimization References Index From the review by Motakuri Ramana in Optima, Issue 54: |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 | Dynamic Programming and Optimal Control Vol.1,2
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: 1995, Vol. I, 400 pages, Vol. II, 304 pages, hardcover ISBN: 1-886529-12-4 (Vol. I), ISBN: 1-886529-13-2 (Vol. II), ISBN: 1-886529-11-6 (Vol. I and II) Price: $69.00 (Vol. I), Price: $55.50 (Vol. II), Price: $99.50 (Two volume set) Contents 1.The Dynamic Programming Algorithm 2.Deterministic Systems and the Shortest Path Problem 3.Deterministic Continuous-Time Optimal Control 4.Problems with Perfect State Information 5.Problems with Imperfect State Information 6.Suboptimal and Adaptive Control 7.Introduction to Infinite Horizon Problems 8.Appendix A: Mathematical Review 9.Appendix B: On Optimization Theory 10.Appendix C: On Probability Theory 11.Appendix D: On Finite-State Markov Chains 12.Appendix E: Least-Squares Estimation and Kalman Filtering 13.Appendix F: Modeling of Stochastic Linear Systems Volume 2 1.Infinite Horizon - Discounted Problems 2.Stochastic Shortest Path Problems 3.Undiscounted Problems 4.Average Cost per Stage Problems 5.Continuous-Time Problems |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 John N. Tsitsiklis Massachusetts Institute of Technology Room 35-209 77 Massachusetts Avenue Cambridge, MA 02139-4307 | Neuro-Dynamic Programming
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: September 1996, 512 pages, hardcover ISBN: 1-886529-10-8 Price: $84.00 Contents 2.Dynamic Programming 3.Neural Network Architectures and Training 4.Stochastic Iterative Algorithms 5.Simulation Methods for a Lookup Table Representation 6.Approximate DP with Cost-to-Go Function Approximation 7.Extensions 8.Case Studies 9.Appendix A: Mathematical Review 10.Appendix B: On Probability Theory and Markov Chains 11.References 12.Index |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 | Constrained Optimization and Lagrange Multiplier Methods
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: 1996, 410 pages, softcover Price: $49.50 ISBN: 1-886529-04-3 Contents 2.The Method of Multipliers for Equality Constrained Problems 3.The Method of Multipliers for Inequality Constrained and Nondifferentiable Optimization Problems 4.Exact Penalty Methods and Lagrangian Methods 5.Nonquadratic Penalty Functions - Convex Programming 6.References 7.Index |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 Steven E. Shreve Carnegie Mellon Office: Wean Hall 6303 Phone: (412) 268-8484 E-mail: ss9n@andrew.cmu.edu | Stochastic Optimal Control: The Discrete-Time Case
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: 1996, 330 pages, softcover ISBN: 1-886529-03-5 Price: $49.50 Contents 2.Monotone Mappings Underlying Dynamic Programming Models 3.Finite Horizon Models 4.Infinite Horizon Models under a Contraction Assumption 5.Infinite Horizon Models under Monotonicity Assumptions 6.A Generalized Abstract Dynamic Programming Model 7.Borel Spaces and their Probability Measures 8.The Finite Horizon Borel Model 9.The Infinite Horizon Borel Models 10.The Imperfect State Information Model 11.Miscellaneous 12.Appendix A: The Outer Integral 13.Appendix B: Additional Measurability Properties of Borel Spaces 14.Appendix C: The Hausdorff Metric and the Exponential Topology References Index |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 John N. Tsitsiklis Massachusetts Institute of Technology Room 35-209 77 Massachusetts Avenue Cambridge, MA 02139-4307 | Parallel and Distributed Computation: Numerical Methods
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: 1997, 718 pages, softcover ISBN: 1-886529-01-9 Price: $56.00 Contents PART I: SYNCHRONOUS ALGORITHMS 2.Algorithms for Systems of Linear Equations and Matrix Inversion 3.Iterative Methods for Nonlinear Problems 4.Shortest Paths and Dynamic Programming 5.Network Flow Problems 6.Nonlinear multicommodity flow problems - Routing applications PART II: ASYNCHRONOUS ALGORITHMS 6.Totally Asynchronous Iterative Methods 7.Partially Asynchronous Iterative Methods 8.Organizing an Asynchronous Network of Processors for Distributed Computation 9.APPENDIXES 1.Appendix A: Linear algebra and analysis 2.Appendix B: Graph theory 3.Appendix C: Optimization and duality theory 4.Appendix D: Probability theory and Markov chains |
| Dimitri P. Bertsekas
Massachusetts Institute of Technology Lab. for Information and Decision Systems Room 35-210 Cambridge, MA 02139 | Network Optimization: Continuous and Discrete Models
Athena Scientific, P.O. Box 391, Belmont, MA 02178-9998 Publication: MAY 1998, 608 pages, hardcover ISBN: 1-886529-02-7 Price: $74.00 Contents 2.Shortest Path Problems 3.The Max-Flow Problem 4.The Min-Cost Flow Problem 5.Simplex Methods for Min-Cost Flow 6.Dual Ascent Methods for Min-Cost Flow 7.Auction Algorithms for Min-Cost Flow 8.Nonlinear Network Optimization 9.Convex Separable Network Problems 10.Network Problems with Integer Constraints 11.References 12.Index |
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