Linear and Nonlinear Programming

Contents: 1. Introduction. I. Linear programming: 2. Basic properties of linear programs. 3. The simplex method. 4. Duality. 5. Transportation and network flow problems. II. Unconstrained problems: 6. Basic properties of solutions and algorithms. 7. Basic descent methods. 8. Conjugate direction methods. 9. Quasi-Newton methods. III. Constrained minimization: 10. Constrained minimization conditions. 11. Primal methods. 12. Penalty and barrier methods. 13. Dual and cutting plane methods. 14. Lagrange methods. Appendices: a. Mathematical review. b. Convex sets. c. Gaussian elimination. Bibliography. Index.