Linear Programming Using MATLAB®
Springer International Publishing (Verlag)
978-3-319-65917-6 (ISBN)
This book offers a theoretical and computational presentation of a variety of linear programming algorithms and methods with an emphasis on the revised simplex method and its components. A theoretical background and mathematical formulation is included for each algorithm as well as comprehensive numerical examples and corresponding MATLAB® code. The MATLAB® implementations presented in this book are sophisticated and allow users to find solutions to large-scale benchmark linear programs. Each algorithm is followed by a computational study on benchmark problems that analyze the computational behavior of the presented algorithms.
As a solid companion to existing algorithmic-specific literature, this book will be useful to researchers, scientists, mathematical programmers, and students with a basic knowledge of linear algebra and calculus. The clear presentation enables the reader to understand and utilize all components of simplex-type methods, such as presolve techniques, scaling techniques, pivoting rules, basis update methods, and sensitivity analysis.
1. Introduction.- 2. Linear Programming Algorithms.- 3. Linear Programming Benchmark and Random Problems.- 4. Presolve Methods.- 5. Scaling Techniques.- 6. Pivoting Rules.- 7. Basis Inverse and Update Methods.- 8. Revised Primal Simplex Algorithm.- 9. Exterior Point Simplex Algorithms.- 10. Interior Point Method.- 11. Sensitivity Analysis.- Appendix: MATLAB's Optimization Toolbox Algorithms.- Appendix: State-of-the-art Linear Programming Solvers;CLP and CPLEX.
| Erscheinungsdatum | 23.11.2017 |
|---|---|
| Reihe/Serie | Springer Optimization and Its Applications |
| Zusatzinfo | XVII, 637 p. 59 illus., 47 illus. in color. With online files/update. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 1134 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Schlagworte | algorithms • Continuous Optimization • Convert MAT2MPS • Convert MPS2MAT • Exterior Point Simplex Algorithm • Gauss-Jordan Elimination • Geometry of Linear Programming Problems • Interior point methods • linear programming algorithms • Linear Programming Problem • Math applications in computer science • Mathematical & statistical software • mathematical software • Mathematical & statistical software • Mathematics • mathematics and statistics • Maths for computer scientists • MATLAB linear programming • matlab Optimization toolbox • matlab toolbox • Numerical analysis • Optimization • Parametric Programming • Pivoting Rules • Presolve Methods • Revised Dual Simplex Algorithm • Revised Primal Simplex Algorithm • scaling techniques • Sensitivity Analysis • Simplex Algorithm |
| ISBN-10 | 3-319-65917-0 / 3319659170 |
| ISBN-13 | 978-3-319-65917-6 / 9783319659176 |
| Zustand | Neuware |
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