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.
Reihe
Sprache
Verlagsort
Verlagsgruppe
Springer International Publishing
Illustrationen
47
12 s/w Abbildungen, 47 farbige Abbildungen
XVII, 637 p. 59 illus., 47 illus. in color.
Dateigröße
ISBN-13
978-3-319-65919-0 (9783319659190)
DOI
10.1007/978-3-319-65919-0
Schweitzer Klassifikation
