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Solving Large Linear Optimization Problems
Author

Yifan Hu
Organization: Wolfram Research, Inc.
Conference

2003 Mathematica Developer Conference
Conference location

Champaign
Description

The LinearProgramming function in Mathematica is unique in its ability to solve linear optimization problems of integer/rational coefficients and to give rational solutions. These algorithms however are not designed for solving large machine precision problems. In this talk we discuss new developments in LinearProgramming, including a new algorithm that is capable of solving large scale linear optimization problems with hundreds of thousands of variables and equations.
Subject

*Mathematics > Algebra > Linear Algebra
Keywords

Sparse Simplex, Interior Point, Linear Programming
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InteriorPoint.nb (806.3 KB) - Mathematica Notebook
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SparseArray.nb.gz (1.8 MB) - GZIP archive