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# Linear and Convex Optimization

### Convexity and Optimization – Part II

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166
Lingua:  English
This book presents the mathematical basis for linear and convex optimization with an emphasis on the important concept of duality. The simplex algorithm is also described in detail.
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This book, the second in a series of three on Convexity and Optimization, presents classical mathematical results for linear and convex optimization with an emphasis on the important concept of duality. Equivalent ways of formulating an optimization problem are presented, the Lagrange function and the dual problem are introduced, and conditions for strong duality are given. The general results are then specialized to the linear case, i.e. to linear programming, and the simplex algorithm is described in detail.

1. Optimization
1. Optimization problems
2. Classification of optimization problems
3. Equivalent problem formulations
4. Some model examples
2. The Lagrange function
1. The Lagrange function and the dual problem
2. John’s theorem
3. Convex optimization
1. Strong duality
2. The Karush-Kuhn-Tucker theorem
3. The Lagrange multipliers
4. Linear programming
1. Optimal solutions
2. Duality
5. The simplex algorithm
1. Standard form
2. Informal description of the simplex algorithm
3. Basic solutions
4. The simplex algorithm
5. Bland’s anti cycling rule
6. Phase 1 of the simplex algorithm
7. Sensitivity analysis
8. The dual simplex algorithm
9. Complexity
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Lars-Åke Lindahl

Lars-Åke Lindahl obtained his mathematical education at Uppsala University and Institut Mittag-Leffler and got a Ph.D. in Mathematics in 1971 with a thesis on Harmonic Analysis. Shortly thereafter he was employed as senior lecturer in Mathematics at Uppsala University, where he remained until his retirement in 2010 and for more than 20 years served as chairman of the Math. Department.

He has given lectures in a variety of mathematical subjects such as Calculus, Linear Algebra, Fourier Analysis, Complex Analysis, Convex Optimization, Game Theory and Probability Theory, and he has also written several textbooks and compendia. After his retirement, he has been a consultant to Al Baha University, Saudi Arabia, with a mission to assist in the development of their master's program in Mathematics.