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Description - Linear Programming with MATLAB by Michael C. Ferris

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, and 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.

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Book Details

ISBN: 9780898716436
ISBN-10: 0898716438
Format: Paperback
(229mm x 152mm x 14mm)
Pages: 277
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 30-Nov-2007
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.