The Linear Programming Solver
- Overview
- Getting Started
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Syntax
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DetailsPresolvePricing Strategies for the Primal and Dual Simplex SolversThe Network Simplex AlgorithmThe Interior Point AlgorithmIteration Log for the Primal and Dual Simplex SolversIteration Log for the Network Simplex SolverIteration Log for the Interior Point SolverIteration Log for the Crossover AlgorithmConcurrent LPParallel ProcessingProblem StatisticsVariable and Constraint StatusIrreducible Infeasible SetMacro Variable _OROPTMODEL_
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ExamplesDiet ProblemReoptimizing the Diet Problem Using BASIS=WARMSTARTTwo-Person Zero-Sum GameFinding an Irreducible Infeasible SetUsing the Network Simplex SolverMigration to OPTMODEL: Generalized NetworksMigration to OPTMODEL: Maximum FlowMigration to OPTMODEL: Production, Inventory, DistributionMigration to OPTMODEL: Shortest Path
- References
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Ahuja, R. K., Magnanti, T. L., and Orlin, J. B. (1993), Network Flows: Theory, Algorithms, and Applications, Englewood Cliffs, NJ: Prentice-Hall.
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Andersen, E. D. and Andersen, K. D. (1995), “Presolving in Linear Programming,” Mathematical Programming, 71, 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, 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, Boston: Kluwer Academic.