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Linear and Convex Optimization: A Mathematical Approach

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Linear and Convex Optimization: A Mathematical Approach - Veatch, Michael H
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"This book introduces and explains the mathematics behind convex and linear optimization, focusing on developing insights in problem complexity, modelling and algorithms. Although many introductory books pay little attention to nonlinear optimization, convex problems deserve attention because of their many applications and the fast algorithms that have been developed to solve them. The main algorithms used in linear, integer, and convex optimization are presented in a mathematical style. The emphasis is on what makes a ...

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