Linear Algebra
• 12`a.Matrix inversion
Linear Programming
• Dantzig's simplex method:
99`8.typical problem;
99`8.canonical form
(-§-05`5: N,
or).* (N = with NAG, see below)
• 09`3.Tableaux
(tabular form, wide)
• Recommended • 15`3.Revised simplex (matrix form) • (17`2.ver. 2) 17`3.ver. 3 • 18`3.Proper form • Matrix inversion by 12`3.updating • LP random problem 15`3.generator • Via 15`c.Lindo (under construction) • (-§- At the extinct 'Complexo II': 07`c.more for less) • 'Lindo'• 09`b.Sparse matrix representation
• 'CPLEX' • 16`4.LP (continuous variables only)
• 17`5.MIP (≥ 1 integer variable)
• 19`1.LP from csv
• 19`1.LP from COO list
• Transportation Problem
• 18`7.Hitchcock via CPLEX
• -§-03`c.Typical problem
• -§-;08`3.Transshipment problem (&)
• Assignment Problem
• 18`7.AP via CPLEX
• 10`6.§Hungarian method
• Mixed Integer LP
• 03`2.Typical problem {N}
(or {-§-N})
• Travelling salesman problem
• Carpaneto et al. (12`5.old →)
18`b.new
• 02`6.-§-{N}
• 02`c.enumeration
Mixed Integer Programming
(references)
• Search "Mixed Integer Linear Programming (MILP)" • Gurobi: Mixed-Integer Programming (MIP) - A Primer on the Basics (=.pdf, 2 Mb), • Taylor, Bernard, moduleB.pdf Transp. & Ass., modC.pdf IP: B&B method, modD.pdf NLP, modE.pdf Game Theo., modF.pdf Markov • MIT: Bradley, Hax & Magnanti, Applied Mathematical Programming, 1977, Addison-Wesley (=.pdf zip, 539 pp, 16 Mb, -Ch6/7/10), Ch. 9.pdf, "Integer Programming", p 272, "Some IP models" References, bibliography
• Linderoth, Jeff, Publications; Noncommercial software for MILP.pdf (=). • Commercial, CPLEX: NAG (licence expired), CPLEX, Lindo, Xpress-MP. • Non-commercial: ABACUS* (Michael Jünger), BCP* (search), BonsaiG (†2004), CBC* (search), GLPK, lp_solve, MINTO, SYMPHONY. *COIN-OR related. • Williams, H. P., 1985, "Model building in mathematical programming", 2.nd ed., Wiley. ISBN: 0-471-90605-0. (1978, ISBN: 0-471-99541-X) • Hillier, F. S., G. J. Lieberman, 2005, "Introduction to Operations Research", 8.th ed., McGraw-Hill, Boston, MA (USA). ISBN: 007123828X. • Taha, Hamdy, 1987, "Operations Research: an introduction", 4.th ed., Macmillan, New York, NY (USA). ISBN: 0-02-946750-0. • Atamtürk (in [Linderoth]), Alper and Martin W. P. Savelsbergh, 2004, "Integer Programming Software Systems", Annals of Operations Research (=). • Özaltin, Osman Y., B. Hunsaker, T. K. Ralphs, 2007, "Visualizing Branch-and-Bound algorithms".pdf (=). • Search "more for less" • Arsham, H., The dark side of LP: "More-for-less & less-for-more situations" (Univ. of Baltimore). • Luptáčik, Mikuláš: Chap. IV.pdf, (Comenius University in Bratislava) (Inserting Unicode char.). • Ryan, Michael J. (.pdf), 2000, "The distribution problem, the more for less (nothing) paradox and economies of scale and scope", European Journal of Operational Research, 121:92–104. • Ryan, Michael J. (.zip, 4 Mb), 2004, "More for Less", on-line book. • Storøy, Sverre (.pdf), 2007, "The transportation paradox revisited" (Univ. of Bergen, Norway). • Greenberg, Harvey J. (.pdf), 2000, "Mathematical Programming glossary supplement: more for less paradox", March 2, Univ. of Colorado at Denver. * Remember: -§- under construction (or not working) |
http://web.ist.utl.pt/~mcasquilho/compute/_linpro/index.php Created: 2009-04-05 — Last modified: 2019-04-17 |