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.
Methodically presents all components of the simplex-type methods
Enables readers to experiment with MATLAB® codes that are able to solve large-scale benchmark linear programs
Nikolaos Ploskas
MATLAB linear programming linear programming algorithms parametric programming scaling techniques sensitivity analysis simplex algorithm Linear Programming Problem Convert MAT2MPS Geometry of Linear Programming Problems Convert MPS2MAT Presolve Methods Gauss-Jordan Elimination matlab Optimization toolbox Pivoting Rules matlab toolbox