A linear optimization problem is the task of minimizing a linear real-valued function of finitely many variables subject to linear con- straints; in general there may be infinitely many constraints. This book is devoted to such problems. Their mathematical properties are investi- gated and algorithms for their computational solution are presented. Applications are discussed in detail. Linear optimization problems are encountered in many areas of appli- cations. They have therefore been subject to mathematical analysis for a long time. We mention here only two classical topics from this area:...
A linear optimization problem is the task of minimizing a linear real-valued function of finitely many variables subject to linear con- straints; in g...