Linear Programming Using MATLAB®

TRAMA

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.

SOMMARIO

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.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9783319659176
• Collana: Springer Optimization and Its Applications
• Dimensioni: 235 x 155 mm
• Formato: Copertina rigida
• Illustration Notes: XVII, 637 p. 59 illus., 47 illus. in color. With online files/update.
• Pagine Arabe: 637
• Pagine Romane: xvii