Linear Network Optimization: Algorithms and Codes

Large-scale optimization is becoming increasingly important for students and professionals in electrical and industrial engineering, computer science, management science and operations research, and applied mathematics. Linear Network Optimization presents a thorough treatment of classical approaches to network problems such as shortest path, max-flow, assignment, transportation, and minimum cost flow problems. It is the first text to clearly explain important recent algorithms such as auction and relaxation, proposed by the author and others for the solution of these problems. Its coverage of both theory and implementations make it particularly useful as a text for a graduate-level course on network optimization as well as a practical guide to state-of-the-art codes in the field. Bertsekas focuses on the algorithms that have proved successful in practice and provides FORTRAN codes that implement them. The presentation is clear, mathematically rigorous, and economical. Many illustrations, examples, and exercises are included in the text. Contents: Introduction. Simplex Methods. Dual Ascent Methods. Auction Algorithms. Performance and Comparisons. Appendixes.