Linear and Nonlinear Programming

This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular.  Again a connection between the purely analytical character of an optimization problem and the

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David G. Luenberger Yinyu Ye

Linear and Nonlinear Programming Fourth Edition

International Series in Operations Research & Management Science Volume 228

Series Editor Camille C. Price Stephen F. Austin State University, TX, USA Associate Series Editor Joe Zhu Worcester Polytechnic Institute, MA, USA Founding Series Editor Frederick S. Hillier Stanford University, CA, USA

More information about this series at http://www.springer.com/series/6161

David G. Luenberger



Yinyu Ye

Linear and Nonlinear Programming Fourth Edition

123

David G. Luenberger Department of Management Science and Engineering Stanford University Stanford, CA, USA

Yinyu Ye Department of Management Science and Engineering Stanford University Stanford, CA, USA

ISSN 0884-8289 ISSN 2214-7934 (electronic) International Series in Operations Research & Management Science ISBN 978-3-319-18841-6 ISBN 978-3-319-18842-3 (eBook) DOI 10.1007/978-3-319-18842-3 Library of Congress Control Number: 2015942692 Springer Cham Heidelberg New York Dordrecht London © Springer International Publishing Switzerland 1973, 1984 (2003 reprint), 2008, 2016 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper Springer International Publishing AG Switzerland is part of Springer Science+Business Media (www. springer.com)

To Susan, Robert, Jill, and Jenna; Daisun, Fei, Tim, and Kaylee

Preface

This book is intended as a text covering the central concepts of practical optimization techniques. It is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for students who have a technical background in engineering, mathematics, or science. Like the field of optimization itself, which involves many classical disciplines, the book should be useful to system analysts, operations researchers, numerical analysts, management scientists, and other specialists from the host of disciplines from which practical optimization applications are drawn. The prerequisites f