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Computational Techniques of the Simplex Method

  • Book
  • © 2003

Overview

Authors:
  1. István Maros

    1. Imperial College, London, UK
      Computer and Automation Research Institute, Budapest, Hungary

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Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 61)

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Table of contents (11 chapters)

  1. Front Matter

    Pages i-xx
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  2. Preliminaries

    1. Front Matter

      Pages 1-1
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    2. The Linear Programming Problem

      • István Maros
      Pages 3-18

    3. The Simplex Method

      • István Maros
      Pages 19-48

    4. Large Scale LP Problems

      • István Maros
      Pages 49-56

  3. Computational Techniques

    1. Front Matter

      Pages 57-57
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    2. Design Principles of LP Systems

      • István Maros
      Pages 59-67

    3. Data Structures and Basic Operations

      • István Maros
      Pages 69-85

    4. Problem Definition

      • István Maros
      Pages 87-95

    5. LP Preprocessing

      • István Maros
      Pages 97-119

    6. Basis Inverse, Factorization

      • István Maros
      Pages 121-159

    7. The Primal Algorithm

      • István Maros
      Pages 161-260

    8. The Dual Algorithm

      • István Maros
      Pages 261-299

    9. Various Issues

      • István Maros
      Pages 301-314

  4. Back Matter

    Pages 315-325
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Keywords

About this book

Computational Techniques of the Simplex Method is a systematic treatment focused on the computational issues of the simplex method. It provides a comprehensive coverage of the most important and successful algorithmic and implementation techniques of the simplex method. It is a unique source of essential, never discussed details of algorithmic elements and their implementation. On the basis of the book the reader will be able to create a highly advanced implementation of the simplex method which, in turn, can be used directly or as a building block in other solution algorithms.

Reviews

"This is really a nice, long awaited book...it covers all important aspects and techniques needed for an efficient, robust implementation of the simplex method...it deserves a place on the bookshelf of every OR, optimization professional, it could be marketed as "handbook of computational techniques"."
(Tamás Terlaky, Dept. of Computing and Software, McMaster University, Hamilton, ON, Canada)
"The book will be of great interest to people developing advanced LP solver codes customized for special purposes, and solvers for integer programming and combinatorial optimization, and also for researchers working in these areas. It is an ideal textbook for graduate courses in computational mathematical programming. It deserves to be in the personal library of software engineers dealing with numerical computation involving linear constraints."
(K.G. Murty, for the American Mathematical Society, MathSciNet Mathematical Reviews on the web)

Authors and Affiliations

  • Imperial College, London, UK

    István Maros

  • Computer and Automation Research Institute, Budapest, Hungary

    István Maros

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