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.
Contents
- Introduction
- Linear Programming Algorithms
- Linear Programming Benchmark and Random Problems
- Presolve Methods
- Scaling Techniques
- Pivoting Rules
- Basis Inverse and Update Methods
- Revised Primal Simplex Algorithm
- Revised Dual Simplex Algorithm
- Exterior Point Simplex Algorithm
- Interior Point Methods
- Sensitivity Analysis
A. MATLAB's Optimization Toolbox Algorithms
B. State-of-the-Art Linear Programming Solvers: CLP and Cplex
References
Nikolaos Ploskas, Nikolaos Samaras, Linear Programming Using MATLAB, Springer, 2017
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