Robert Bixby: Solving Linear Programs: The Dual Simplex Algorithm (3/3): Implementing the Algorithm

Описание: Part 3: Implementing the Dual Simplex Algorithm
Keywords: Initial Feasible Basis, Phase 1, Pricing, Ratio Test, Bound shifting, Bound Flipping
co@work2015 Zuse Institute Berlin (ZIB)


Robert Bixby, co-founder and former CEO of Gurobi Optimization, Inc., gave a lecture on solving linear programs in the course of the summer school CO@Work 2015.

Slides and supplementary material are available on the summer school web page http://co-at-work.zib.de.

CO@Work (Combinatorial Optimization at Work) is a non regular summer school aimed at graduate students starting from their 2nd year. The participants are trained in mathematical theory, modelling aspects, and implementation details behind combinatorial as well as mixed-integer linear and nonlinear optimization problems with a special focus on real-world applications. In 2015, the summer school was conducted at Zuse Institute Berlin (ZIB) from September 29—October 9 for the third time after 2005 and 2009. In 2006, CO@Work guested in Beijing. For more information visit: http://co-at-work.zib.de

The Forschungscampus ("research campus") MODAL is an innovation-driven platform for public-private partnerships between ZIB, Freie Universität Berlin, and 12 participating companies, funded by the German Ministry for Research and Education (BMBF). The research campus aims at sustainable innovations in process optimization through mathematical research on modelling, simulation, and mixed discrete-continuous-stochastic optimization problems that originate from real-world application problems beyond reach of today's computing and optimization technologies. For more information visit http://forschungscampus-modal.de/ and http://www.zib.de/institute/research-...

The Zuse Institute Berlin (ZIB) is an interdisciplinary research institute for applied mathematics and data-intensive high-performance computing. Its research focuses on modeling, simulation and optimization with scientific cooperation partners from academia and industry. For more information visit http://www.zib.de/