Linear Programming with MATLAB
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Linear Programming with MATLAB by Michael C. Ferris
Book DescriptionThis 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.
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Book DetailsISBN: 9780898716436
(247mm x 174mm x 14mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 31-Jan-2008
Country of Publication: United States
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Author Biography - Michael C. Ferris
Michael C. Ferris is a Professor in the Computer Sciences Department at the University of Wisconsin-Madison. Olvi L. Mangasarian is John von Neumann Professor Emeritus of Mathematics and Computer Sciences at the University of Wisconsin-Madison. Stephen J. Wright is a Professor in the Computer Sciences Department at the University of Wisconsin-Madison.
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