Friday, January 12, 2018

New book: linear programming using matlab

If you want to know more about the nitty-gritty details of linear programming solvers, this hefty book (637 pages) may be of interest. Contains lots of Matlab code that implement different LP solvers.


  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. Revised Dual Simplex Algorithm
  10. Exterior Point Simplex Algorithm
  11. Interior Point Methods
  12. Sensitivity Analysis

    A. MATLAB's Optimization Toolbox Algorithms
    B. State-of-the-Art Linear Programming Solvers: CLP and Cplex 


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