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Best linear programming books

I need to pick up linear programming within the next couple of days. Specifically, I need to fully understand how the simplex algorithm works, why it works, why some cases are slow e.t.c. (a higher standard than an a-level textbook would cover). Can somebody suggest a book that would teach this?

Reply 1

DFranklin

The Cambridge IB syllabus suggests:

Whittle’s Optimisation under Constraints (Wiley, 1971) gives a good idea of the scope and range of the subject but is a little advanced mathematically; Luenberger’s Introduction to Linear and and Non-linear Programming (Addison-Wesley, 1973)

The Whittle book is ringing a bell, although I have to say I think we all relied mainly on the lecture notes for this course. (I don't recall needing to know much about running time and pathological cases, but my memory may well be slipping here).