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Solving Large Linear Optimization Problems
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| Organization: | Wolfram Research, Inc. |
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2003 Mathematica Developer Conference
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Champaign
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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.
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Sparse Simplex, Interior Point, Linear Programming
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| InteriorPoint.nb (806.3 KB) - Mathematica Notebook | | SparseArray.nb.gz (1.8 MB) - GZIP archive |
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