Linear and Quadratic Programming
Simplex, interior-point, and active-set methods.
Linear and Quadratic Programming. Simplex, interior-point, and active-set methods. This page collects canonical references that organise the subject and provide entry points to its main techniques.
Foundations and canonical references
The standard treatments of linear and quadratic programming approach the subject from complementary angles. Bertsimas, Introduction to Linear Optimization (1997) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to. Bazaraa, Linear Programming and Network Flows (2009) gives a parallel, more proof-oriented exposition of the same material and is widely used as a graduate text.
Open methodological questions for linear and quadratic programming include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.
Prerequisites
Sources
- textbook · primary · 1997Introduction to Linear Optimizationbertsimas-1997, tsitsiklis-1997
- textbook · primary · 2009Linear Programming and Network Flowsbazaraa-2009, jarvis-2009, sherali-2009
In context
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