Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
1992
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 1992

[Date Index] [Thread Index] [Author Index]

Search the Archive

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.
> 
> thanks,
> --
>
> 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
optimizations.

Dave Withoff
withoff at wri.com





  • Prev by Date: ListPlot
  • Next by Date: brand new bugs in Integrate
  • Previous by thread: Linear Programming
  • Next by thread: graphics problem