Linear Programming with MATLAB
Buy a book... In Association with Amazon.co.uk
Author(s): M. Ferris, O. Mangasarian and S. Wright
Publisher: SIAM
ISBN: 9780898716436
Format: softback
266pp
Price: $45.00
Review Date: 24 March 2008
Review: The book has derived from class notes from an undergraduate course at the University of Wisconsin-Madison on linear programming. The course was targeted at computer science students but has attracted those from industrial and systems engineering, statistics and maths. MATLAB codes have been used to demonstrate the computational aspects of the course from the elementary to full implementation of revised simplex and interior-point methods. The table of contents list is: introduction, linear algebra, the Simplex Method, duality, solving large linear programs, sensitivity and parametric linear programming, quadratic programming and complementarity problems, interior-point methods, approximation and classification. There are appendices: linear algebra, convexity and nonlinear functions; summary of available MATLAB commands. The author included the chapters on quadratics and complementarity because of their growing importance, while the duality chapter has usefulness in formulating practical problems.