The Linear Programming Solver |
Andersen, E. D. and Andersen, K. D. (1995), "Presolving in Linear Programming," Mathematical Programming , 71(2), 221--245.
Dantzig, G. B. (1963), Linear Programming and Extensions , Princeton, NJ: Princeton University Press.
Forrest, J. J. and Goldfarb, D. (1992), "Steepest-Edge Simplex Algorithms for Linear Programming," Mathematical Programming , 5, 1--28.
Gondzio, J. (1997), "Presolve Analysis of Linear Programs prior to Applying an Interior Point Method," INFORMS Journal on Computing , 9 (1), 73--91.
Harris, P. M. J. (1973), "Pivot Selection Methods in the Devex LP Code," Mathematical Programming , 57, 341--374.
Maros, I. (2003), Computational Techniques of the Simplex Method , Kluwer Academic.
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.