Computational Techniques of the Simplex Method is a systematic treatment focused on the computational issues of the simplex method. It provides a comprehensive coverage of the most important and successful algorithmic and implementation techniques of the simplex method. It is a unique source of essential, never discussed details of algorithmic elements and their implementation. On the basis of the book the reader will be able to create a highly advanced implementation of the simplex method which, in turn, can be used directly or as a building block in other solution algorithms.

Inhalt

Preface. Part I: Preliminaries. 1. The linear programming problem. 2. The simplex method. 3. Large-scale LP problems. Part II: Computational Techniques. 4. Design principles of LP systems. 5. Data structures and basic operations. 6. Problem definition. 7. LP Processing. 8. Basis inverse, factorization. 9. The primal algorithm. 10. The dual algorithm. 11. Various issues. Index.