Linear Programming with MATLAB
Год выпуска: 2010
Автор: Michael C. Ferris, Olvi L. Mangasarian, Stephen J. Wright
Жанр: Пособие
Издательство: Cambridge University Press
ISBN: 9780898716436
Язык: Английский
Формат: PDF
Качество: eBook (изначально компьютерное)
Количество страниц: 278
Описание: 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, 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. Only a basic knowledge of linear algebra and calculus is required to understand this textbook, which is geared toward junior and senior-level undergraduate students, first-year graduate students, and researchers unfamiliar with linear programming.
• Introductory textbook for undergraduate students, first-year graduate students, and researchers unfamiliar with linear programming • Contains MATLAB-based algorithms for linear and quadratic programming, with MATLAB codes available online • Exercises are included in each chapter and additional information is provided in appendices
Contents
1. Introduction; 2. Linear algebra; 3. The simplex method; 4. Duality; 5. Solving large linear programs; 6. Sensitivity and parametric linear programming; 7. Quadratic programming and complementarity problems; 8. Interior point methods; 9. Approximation and classification; A. Linear algebra, convexity, and nonlinear functions; B. Summary of available MATLAB Commands; Bibliography; Index.
