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