Linear programming: theory, methods and applications. Yudin D.B., Golstein E.G.

This book contains a detailed systematic presentation of the theory, methods and applications of the general task of linear programming. A number of practical tasks (mainly economic origin) are described, leading to a general linear programming scheme. The mathematical apparatus of linear programming, including theories of multidimensional sets and duality; The final methods of linear programming are considered. In addition, the relationship between linear programming and the theory of matrix games and the related endless iterative algorithms of linear programming are investigated. The book is intended for mathematicians, economists and engineers working in the field of mathematical economy, automatic regulation and research of operations. It can also be used by students and graduate students specializing in computing mathematics, economic cybernetics, automatic regulation and research of operations.