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Mathematical Programming: Theory and Methods

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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.
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