Linear Programming with MATLAB (Mos-siam Series on Optimization)

Ferris, Michael C./ Mangasarian, Olvi L./ Wright, Stephen J.

Society for Industrial & Applied Mathematics,U.S.（2007/11発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 277 p.
• 言語 ENG
• 商品コード 9780898716436
• DDC分類 519.72

基本説明

A seal-contained introduction.

Full Description

This textbook provides a self-contained introduction to linear programming using MATLAB® software to elucidate the development of algorithms and theory. Early chapters cover linear algebra basics, the simplex method, duality, the solving of large linear problems, sensitivity analysis, and parametric linear programming. In later chapters, the authors discuss quadratic programming, linear complementarity, interior-point methods, and selected applications of linear programming to approximation and classification problems.

Exercises are interwoven with the theory presented in each chapter, and two appendices provide additional information on linear algebra, convexity, and nonlinear functions and on available MATLAB commands, respectively. Readers can access MATLAB codes and associated mex files at a Web site maintained by the authors.

Contents

Contents: Preface
Chapter 1: Introduction
Chapter 2. Linear Algebra: A Constructive Approach
Chapter 3: The Simplex Method
Chapter 4: Duality
Chapter 5: Solving Large Linear Programs
Chapter 6: Sensitivity and Parametric Linear Programming
Chapter 7: Quadratic Programming and Complementarity Problems
Chapter 8: Interior-Point Methods
Chapter 9: Approximation and Classification
Appendix A: Linear Algebra, Convexity, and Nonlinear Functions
Appendix B: Summary of Available MATLAB Commands
Bibliography
Index.