By Jon Lee

ISBN-10: 0521010128

ISBN-13: 9780521010122

ISBN-10: 0521811511

ISBN-13: 9780521811514

Jon Lee makes a speciality of key mathematical rules resulting in helpful types and algorithms, instead of on facts constructions and implementation information, during this introductory graduate-level textual content for college kids of operations examine, arithmetic, and laptop technological know-how. the point of view is polyhedral, and Lee additionally makes use of matroids as a unifying suggestion. subject matters comprise linear and integer programming, polytopes, matroids and matroid optimization, shortest paths, and community flows. difficulties and workouts are incorporated all through in addition to references for extra learn.

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**Example text**

Cls 38 T1: IML December 11, 2003 16:30 Char Count= 0 0 Polytopes and Linear Programming b. This is left to the reader (use the same technique as was used for the Sensitivity Theorem Problem, part b, p. 28). c. m m n πi bi + max f (π) = x∈P i=1 m ≥ j=1 i=1 i=1 xj πi ai j xj + p m cj − j=1 πi ai j i=1 n πi bi + xj m cj − j=1 m πi ai j i=1 n πi bi + = cj − i=1 n (πi − πi ) bi − i=1 ai j x j j=1 m (πi − πi )h i . = f (π) + i=1 This theorem provides us with a practical scheme for determining a good upper bound on z.

C. m m n πi bi + max f (π) = x∈P i=1 m ≥ j=1 i=1 i=1 xj πi ai j xj + p m cj − j=1 πi ai j i=1 n πi bi + xj m cj − j=1 m πi ai j i=1 n πi bi + = cj − i=1 n (πi − πi ) bi − i=1 ai j x j j=1 m (πi − πi )h i . = f (π) + i=1 This theorem provides us with a practical scheme for determining a good upper bound on z. We simply seek to minimize the convex function f on the convex set C (as indicated in part a of the theorem, the minimum value is z). Rather than explicitly solve the linear program P, we apply the Subgradient Method and repeatedly solve instances of L(π).

Similarly, we assume that D is feasible and deﬁne the right-hand-side value function f : Rm → R by n f (b1 , b2 , . . , bm ) := max cjxj j=1 subject to: n ai j x j ≤ bi , for i = 1, 2, . . , whenever P is feasible). As previously, we observe that the domain of f is the solution set of a ﬁnite system of linear inequalities (in the variables bi ). A piecewise-linear function is the point-wise maximum or minimum of a ﬁnite number of linear functions. Problem (Sensitivity Theorem) a. Prove that a piecewise-linear function that is the point-wise maximum (respectively, minimum) of a ﬁnite number of linear functions is convex (respectively, concave).

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