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