Kwon,Roy H

Introduction to Linear Optimization and Extensions with MATLAB/ Roy H.Kwon - New York: CRC Press, 2014. - xviii,343p.


This introductory book on linear programming discusses important ways to mitigate parameter uncertainty. It includes two major ways of including parameter uncertainty: stochastic linear programming and robust linear optimization. It offers a vigorous development of linear programming theory and methods by presenting basics before theory. It also presents financial optimization case studies that consolidate the material presented within the book

9781439862636


Mathematical Optimization
Linear Programming
MATLAB
Numerical Analysis--Computer Programme
Numerical Analysis

519.72 / KWO/I