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1、INTERIORPOINTMETHODSFORLINEAROPTIMIZATIONRevisedEditionINTERIORPOINTMETHODSFORLINEAROPTIMIZATIONRevisedEditionByCORNELISROOSDelftUniversityofTechnology,TheNetherlandsTAMASTERLAKYMcMasterUniversity,Ontario,CanadaJEAN-PHILIPPEVIALUniversityofGeneva,Switzerland^SprringeirLibraryofCo
2、ngressCotaloging-in-PublicationDataRoos,Cornells,1941-Interiorpointmethodsforlinearoptimization/byC.Roos,T.Terlaky,J.-Ph.Vial.p.cm.Rev.ed.of:Theoryandalgorithmsforlinearoptimization,cl997.Includesbibliographicalreferencesandindex.ISBN-13:978-0387-26378-6ISBN-13:978-0387-26379-3(e
3、-book)ISBN-10:0-387-26378-0(alk.paper)ISBN-10:0-387-26379-9(e-book)1.Linearprogramming.2.Interior-pointmethods.3.Mathematicaloptimization.4.Algorithms.I.Terlaky,Tamas.II.VialJ.P.III.Roos,Cornelis,1941-Theoryandalgorithmsforlinearoptimization.IV.Title.T57.74.R6642005519.7'2—dc2220
4、05049785AMSSubjectClassifications:90C05,65K05,90C06,65Y20,90C31©2005SpringerScience+BusinessMedia,Inc.Allrightsreserved.ThisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepubHsher(SpringerScience+BusinessMedia,Inc.,233SpringStreet,NewYork,NY10013,USA
5、),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknoworhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,tradema
6、rks,servicemarksandsimilarterms,evenifthearenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.PrintedintheUnitedStatesofAmerica.987654321SPIN11161875springeronline.comDedicatedtoourwivesGerda,GahriellaandMarieandourchildren
7、Jacoline,Geranda,MarijnViktorBenjaminandEmmanuelleContentsListoffiguresxvListoftablesxviiPrefacexixAcknowledgementsxxiii1Introduction11.1Subjectofthebook11.2Moredetaileddescriptionofthecontents21.3Whatisnewinthisbook?51.4Requiredknowledgeandskills61.5Howtousethebookforcourses61.6
8、Footnotesandexercises81.7Preliminaries81