The Linear Programming Solver
- Overview
- Getting Started
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Syntax
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Details
Presolve Pricing Strategies for the Primal and Dual Simplex Solvers The Network Simplex Algorithm The Interior Point Algorithm Macro Variable OROPTMODEL Iteration Log for the Primal and Dual Simplex Solvers Iteration Log for the Network Simplex Solver Iteration Log for the Interior Point Solver Problem Statistics Data Magnitude and Variable Bounds Variable and Constraint Status Irreducible Infeasible Set
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Examples
Diet Problem Reoptimizing the Diet Problem Using BASIS=WARMSTART Two-Person Zero-Sum Game Finding an Irreducible Infeasible Set Using the Network Simplex Solver Migration to OPTMODEL: Generalized Networks Migration to OPTMODEL: Maximum Flow Migration to OPTMODEL: Production, Inventory, Distribution Migration to OPTMODEL: Shortest Path
- References
References
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Ahuja, R. K., Magnanti, T. L., and Orlin, J. B. (1993), Network Flows, Prentice-Hall, New Jersey.
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Andersen, E. D. and Andersen, K. D. (1995), “Presolving in Linear Programming,” Mathematical Programming, 71(2), 221–245.
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Dantzig, G. B. (1963), Linear Programming and Extensions, Princeton, NJ: Princeton University Press.
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Forrest, J. J. and Goldfarb, D. (1992), “Steepest-Edge Simplex Algorithms for Linear Programming,” Mathematical Programming, 5, 1–28.
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Gondzio, J. (1997), “Presolve Analysis of Linear Programs prior to Applying an Interior Point Method,” INFORMS Journal on Computing, 9 (1), 73–91.
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Harris, P. M. J. (1973), “Pivot Selection Methods in the Devex LP Code,” Mathematical Programming, 57, 341–374.
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Maros, I. (2003), Computational Techniques of the Simplex Method, Kluwer Academic.