
2007 / xii + 266 pages / Softcover / ISBN: 9780898716436 / List Price $51.00 / MOS/SIAM Member Price $35.70 / Order Code MP07
Keywords: linear programming, optimization, MATLAB routines
Author Website
Table of Contents
Preface
Index
Sample Chapter
"…an excellent choice for classroom use as well as a resource for mathematically prepared researchers unfamiliar with the subject." —Richard Cottle,Optimization Methods and Software, 23(5)
"Written by leading scientists in the area, this textbook provides a beautiful introduction to standard and novel methods and algorithms for linear and quadratic programming." —Renato De Leone, Computing Reviews, July 2008
This textbook provides a selfcontained introduction to linear programming using MATLAB® 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, interiorpoint 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, and 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.
Audience
Only a basic knowledge of linear algebra and calculus is required to understand this textbook, which is geared toward junior and seniorlevel undergraduate students, firstyear graduate students, and researchers unfamiliar with linear programming.
About the Authors
Michael C. Ferris is a Professor in the Computer Sciences Department at the University of WisconsinMadison. His research focuses on algorithmic and interface development for largescale problems in mathematical programming. He serves as associate editor of the SIAM Journal on Optimizationand coeditor of Mathematical Programming.
Olvi L. Mangasarian is John von Neumann Professor Emeritus of Mathematics and Computer Sciences at the University of WisconsinMadison. His current research centers on mathematical programming applications to machine learning and data mining. He is also a Research Scientist at the University of California at San Diego and author of Nonlinear Programming (SIAM, 1994).
Stephen J. Wright is a Professor in the Computer Sciences Department at the University of WisconsinMadison. His research interests lie in computational optimization and its applications to all areas of science and engineering. He is author of PrimalDual InteriorPoint Methods (SIAM, 1997) and coauthor of Numerical Optimization (Springer, 2006).
ISBN: 9780898716436