Publisher's Synopsis
Linear programming is widely used in industry to solve complex planning and resource allocation problems. This book provides practitioners, as well as students of this general methodology, with an introduction to the class of algorithms known as interior-point methods for linear programming. In addition to presenting the theoretical and algorithmic background necessary for dealing with specific interior-point linear programming algorithms, it offers a review of modelling linear programming problems, a review of the simplex algorithm that has been used to solve linear programming problems in the past and a user's guide to the software that is included with the book.;The interior-point technique is proving especially powerful for the solution of large-scale linear programming problems, with better performance bounds than the simplex algorithm. For example, the US Military airlift command has solved their scheduling problem using interior-point algorithms much faster and with a longer planning horizon than was possible with the simplex algorithms, and Delta expects to save millions of dollars by using interior-point methods to schedule their air crews and planes.;The software package is designed for use on IBM-PC microcomputers (and compatibles), a platform that provides an ideal environment for students of linear programming interested in exploring and studying these new algorithms.
