Re: Linear Programming
- To: mathgroup at yoda.physics.unc.edu
- Subject: Re: Linear Programming
- From: withoff
- Date: Thu, 22 Oct 92 08:47:47 CDT
> Two questions about linear programming
> (1) Has anyone written a package to do sensitivity analysis
> for linear programming (up to 100 variables and constraints)?
> (2) What algorithms are used by Mathematica in
> "ConstrainedMax"? What algorithm is used in "LinearProgramming".
> I'm teaching an OR course this semester, and I would like to know what
> this black box is doing.
> Steve Fisk Department of Mathematics
> 207-725-3574 Bowdoin College
> fisk at polar.bowdoin.edu Brunswick, Me. 04011 USA
Regarding question (2), the code for LinearProgramming is in the
startup package LinearProgramming.m. LinearProgramming constructs
a list of inequalities and calls ConstrainedMin. ConstrainedMax also
calls ConstrainedMin after a trivial sign change.
ConstrainedMin uses a simplex algorithm with some straightforward
withoff at wri.com
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