Linear programming using MATLAB®

by Ploskas, Nikolaos

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Title Statements

Full title :Linear programming using MATLAB® / Nikolaos Ploskas, Nikolaos Samaras.

Summary

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.--

Edition Statements

Publication Date:2017.

Publication Statements

Publisher(s):Springer
Place of Publication:Cham
Language:eng
Publication Date:2017.

The Physical Object

Description:1 online resource (xvii, 637 pages) : : illustrations (some color)

Edition Identifiers

ISBN:9783319659190, 3319659197
DOI:10.1007/978-3-319-65919-0
oclc:on1011371709
LC Classification:T57.74
Dewey Decimal:519.6

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.

Subjects

Algorithmes ALGORITHMS Computer science -- Mathematics Computer software Informatique -- Mathématiques Linear programming Logiciels Mathematical & statistical software Mathematical optimization mathematics MATHEMATICS -- Applied MATHEMATICS -- Probability & Statistics Mathématiques Maths for computer scientists Numerical analysis Optimisation mathématique Optimization Programmation linéaire Programming, Linear software