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Synopsis
This textbook provides a self-contained introduction to linear programming using MATLABŪ 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 Description
A self-contained introduction to linear programming using MATLABŪ software to elucidate the development of algorithms and theory. Exercises are included in each chapter, and additional information is provided in two appendices and an accompanying Web site. Only a basic knowledge of linear algebra and calculus is required.
About the Author
Michael C. Ferris is a Professor in the Computer Sciences Department at the University of Wisconsin-Madison.
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- PublisherSociety for Industrial and Applied Mathematics
- Publication date2008
- ISBN 10 0898716438
- ISBN 13 9780898716436
- BindingPaperback
- Edition number1
- Number of pages280
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Linear Programming with MATLAB (MPS-SIAM Series on Optimization, Series Number 7)
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ISBN 13: 9780898716436
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Linear Programming with MATLAB (MPS-SIAM Series on Optimization, Series Number 7)
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Linear Programming with MATLAB (MPS-SIAM Series on Optimization, Series Number 7)
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