Linear programming with MATLAB /

Linear programming with MATLAB /

Saved in:

Bibliographic Details
Author / Creator:	Ferris, Michael C.
Imprint:	Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2007.
Description:	1 online resource (xi, 266 pages) : illustrations.
Language:	English
Series:	MPS-SIAM series on optimization MPS-SIAM series on optimization.
Subject:	MATLAB. MATLAB Linear programming -- Data processing. Mathematical optimization. Algebras, Linear. Algebras, Linear Linear programming -- Data processing Mathematical optimization
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12577229

Hidden Bibliographic Details
Other authors / contributors:	Mangasarian, Olvi L., 1934- Wright, Stephen J., 1960- Mathematical Programming Society (U.S.) Society for Industrial and Applied Mathematics.
ISBN:	9780898718775 0898718775 9780898716436 0898716438
Notes:	Includes bibliographical references (pages 257-260) and index. English. Title page of print version.
Summary:	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.
Other form:	Print version: 0898716438 9780898716436
Publisher's no.:	MP07 siam

Table of Contents:

1. Introduction
2. Linear algebra : a constructive approach
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.