MathGroup Archive 1994

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re: quadratic/linear programming


Geoff Latham <gal at melba.bby.com.au> wrote:
>Would anyone know what is available in the form of quadratic and linear
>programming routines implemented in Mma?

Mma has linear programming built in.  ConstrainedMax and ConstrainedMin solve 
LPs posed in algebraic form; LinearProgramming takes them posed in matrix 
form.  I haven't used them in kernel 2.2; in earlier versions, I recall 
having some difficulties (visits to a black hole doing moderate size 
problems).

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* Paul A. Rubin                                  Phone: (517) 336-3509   *
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