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Mathematical Programming: Theory and Methods
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Mathematical Programming: Theory and Methods by S. M. Sinha Pub. Date: February 2006
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Mathematical Programming:
Theory and Methods, by S. M. Sinha
• ISBN: 813120376X
• Publisher: Elsevier Science & Technology Books
• Pub. Date: February 2006
Preface
This book is a result of my teaching mathematical programming to graduate
students of the University of Delhi for over thirty years. In preparing this book,
a special care has been made to see that it is self-contained and that it is suitable
both as a text and as a reference.
The book is divided in three parts. In Part 1, some mathematical topics have
been reviewed to aid the reader in understanding the material discussed and to
equip him with the ability to pursue further study. In Part 2, linear programming
from its origin to the latest developments have been included and Part 3 deals
with non-linear and dynamic programming including some special topics of recent
developments. Several examples and exercises of varying difficulties have been
provided to enable the reader to have a clear understanding of the concepts and
methods discussed in the text.
I am indebted to Prof. George B. Dantzig, who first introduced me to
stochastic programming, way back in 1961, when it was emerging as an important
area of development. I am grateful to Prof. J. Medhi who originally suggested
me to write a book on Mathematical Programming and to Prof. Roger J.B. Wets
for his encouragement in taking up this project. Special thanks are due to my
colleagues Prof. K. Sen, Prof. Manju Agarwal and Prof. J.M. Gupta for their
various suggestions and help during the preparation of the manuscript. I am also
thankful to my many students, particularly Dr. C.K. Jaggi and Dr. G.C. Tuteja
for their numerous help. I am specially thankful to my son Dr. Amit K. Sinha
for his help and continuous insistence for completing the book.
Finally, I must thank Mr. Sanjay Banerjee, Managing Director, Elsevier, South
and South-East Asia, for getting the book published.
Deltfi S.M. Sinha
Table of Contents
• Preface, Page vii
• Chapter 1 - Introduction, Pages 1-9
• Part - 1: Mathematical Foundations
• Chapter 2 - Basic theory of sets and functions, Pages 13-25
• Chapter 3 - Vector spaces, Pages 26-37
• Chapter 4 - Matrices and determinants, Pages 38-49
• Chapter 5 - Linear transformations and rank, Pages 50-55
• Chapter 6 - Quadratic forms and Eigenvalue problems, Pages 56-62
• Chapter 7 - Systems of linear equations and linear inequalities, Pages 63-
75
• Chapter 8 - Convex sets and convex cones, Pages 76-93
• Chapter 9 - Convex and concave functions, Pages 94-114
• Chapter 10 - Linear programming problems, Pages 117-131
• Chapter 11 - Simplex method: Theory and computation, Pages 132-144
• Chapter 12 - Simplex method: Initial basic feasible solution, Pages 145-157
• Chapter 13 - Degeneracy in linear programming, Pages 158-164
• Chapter 14 - The revised simplex method, Pages 165-176
• Chapter 15 - Duality in Linear Programming, Pages 177-198
• Chapter 16 - Variants of the simplex method, Pages 199-221
• Chapter 17 - Post-optimization problems: Sensitivity analysis and
parametric programming, Pages 222-235
• Chapter 18 - Bounded variable problems, Pages 236-244
• Chapter 19 - Transportation problems, Pages 245-274
• Chapter 20 - Assignment problems, Pages 275-290
• Chapter 21 - The decomposition principle for linear programs, Pages 291-
302
• Chapter 22 - Polynomial time algorithms for linear programming, Pages
303-320
• Chapter 23 - Nonlinear programming, Pages 323-339
• Chapter 24 - Quadratic programming, Pages 340-365
• Chapter 25 - Methods of nonlinear programming, Pages 366-422
• Chapter 26 - Duality in nonlinear programming, Pages 423-430
• Chapter 27 - Stochastic programming, Pages 431-461
• Chapter 28 - Some special topics in mathematical programming, Pages
462-501
• Chapter 29 - Dynamic programming, Pages 502-533
• Bibliography, Pages 534-565
• Index, Pages 567-572
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