Introduction to Linear Optimization

by Dimitris Bertsimas and John Tsitsiklis

Athena Scientific, Belmont, Massachusetts, February, 1997.

The book is a modern and unified introduction to linear optimization (linear programming, network flows and integer programming) at the PhD level. It covers, in addition to the classical material, all the recent developments in the field in the last ten years including the development of interior points, large scale optimization models and algorithms and complexity of linear optimization. It emphasizes the underlying geometry, intuition and applications of large scale systems.