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Linear Programming with MATLAB

Linear Programming with MATLAB

by Stephen J. WrightMichael C. Ferris and Olvi L. Mangasarian
Paperback
Publication Date: 31/01/2008
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RRP  $85.80 $68.25
This textbook provides a self-contained introduction to linear programming using MATLAB (R) 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.
ISBN:
9780898716436
9780898716436
Category:
Optimization
Format:
Paperback
Publication Date:
31-01-2008
Language:
English
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Country of origin:
United States
Pages:
280
Dimensions (mm):
253x176x14mm
Weight:
0.48kg

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