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Linear Programming: A Modern Integrated Analysis - International Series in Operations Research & Management Science Romesh Saigal 1995 edition
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Linear Programming: A Modern Integrated Analysis - International Series in Operations Research & Management Science
Romesh Saigal
In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point methods are derived from the complementary slackness theorem and, unlike most books, the duality theorem is derived from Farkas's Lemma, which is proved as a convex separation theorem.
355 pages, biography
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