GitHub topics: exterior-point-simplex-algorithm
springer-math/linear-programming-using-MATLAB
This book offers a theoretical and computational presentation of a variety of linear programming algorithms and methods with an emphasis on the revised simplex method and its components. A theoretical background and mathematical formulation is included for each algorithm as well as comprehensive numerical examples and corresponding MATLAB® code. The MATLAB® implementations presented in this book are sophisticated and allow users to find solutions to large-scale benchmark linear programs. Each algorithm is followed by a computational study on benchmark problems that analyze the computational behavior of the presented algorithms. As a solid companion to existing algorithmic-specific literature, this book will be useful to researchers, scientists, mathematical programmers, and students with a basic knowledge of linear algebra and calculus. The clear presentation enables the reader to understand and utilize all components of simplex-type methods, such as presolve techniques, scaling techniques, pivoting rules, basis update methods, and sensitivity analysis.
Language: Matlab - Size: 7.93 MB - Last synced at: over 1 year ago - Pushed at: almost 7 years ago - Stars: 40 - Forks: 18
christakakis/computational_optimization
Diving into algorithms used for the solution of optimization problems.
Language: Jupyter Notebook - Size: 3.83 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
