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Introduction to Linear Optimization (Athena Scientific Series in Optimization and Neural Computation, 6)




This book provides a unified, insightful, and modern treatment of linear optimization, that is, linear programming, network flow problems, and discrete optimization. It includes classical topics as well as the state of the art, in both theory and practice.


From the review by Motakuri Ramana in Optima, Issue 54:

"The true merit of this book, however, lies in its pedagogical qualities which are so impressive..."

"Throughout the book, the authors make serious efforts to give geometric and intuitive explanations of various algebraic concepts, and they are widely successful in this effort."

"In conclusion, this is an outstanding textbook that presents linear optimization in a truly modern and up-to-date light. One reading of this book is sufficient to appreciate the tremendous amount of quality effort that the authors have put into the writing, and I strongly recommend it to all teachers, researchers and practitioners of mathematical programming."

From the review by Jonathan Bard in Interfaces, Issue 30(4), July 2000:

"... recent publication of at least a half dozen new books on linear optimization. In my view, Introduction to Linear Optimization is at the top of the list. Bertsimas and Tsitsiklis have written a comprehensive treatise, offering an easy-to-understand presentation of linear programming and related topics, including network-flow programming and discrete optimization."

Among its special features, the book:

  • develops the major algorithms and duality theory through a geometric perspective
  • provides a thorough treatment of the geometry, convergence, and complexity of interior point methods
  • covers the main methods for network flow problems
  • contains a detailed treatment of integer programming formulations and algorithms
  • discusses the art of formulating and solving large scale problems through practical case studies
  • includes a large number of examples and exercises. Has been developed through extensive classroom use in graduate courses

The authors are Professors at the Massachusetts Institute of Technology.



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