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Selected Mathematica Tools for Mathematical Programming

D. Holmes
Journal / Anthology

University of Michigan, Department of Industrial and Operations Engineering Technical Report 93-26
Year: 1995

Mathematica is a widely used computer software system for computational mathematics which is easily programmable in a higher level language than either Fortran or C. The Mathematica language is well suited for algorithmic prototyping and model manipulation. This report describes several Mathematica functions which may be of use in mathematical programming, and in particular, stochastic programming. These functions, organized into "packages," are divided into three categories: packages used for deterministic linear programming, packages used for stochastic programming, and a package which may be used to manipulate LPs and SPs. The last package may be used to transform a general two-stage program into a multi-stage stochastic program of any size.

*Applied Mathematics > Optimization