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Re: Linear Programming

  • To: mathgroup at
  • 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                  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

Dave Withoff
withoff at

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