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Linear programming represents one of the major applications of mathematics to business, industry and economics. It provides a methodology for optimizing an output given that is a linear function of a number of inputs. George Dantzig is widely regarded as the founder of the subject with his invention of the simplex algorithm in the 1940´s. This third volume covers the theory, numerical analysis and computer science behind the various algorithms. It is intended for the practitioner who wants to write commercial software, enhance existing commercial software, or simply understand the concepts behind commercial software. It will also be ideal for students wanting to do research in developing computer algorithms.

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Preface Definition of Symbols 1 Software Considerations 2 Numerical Solution of Systems of Equations 3 The Active Set Method 4 Degeneracy 5 Initial Solution 6 Data Structures 7 Sparsity&Basis Handling 8 Implementation of the Simplex Algorithm 9 Interior Point Methods 10 Network Flow Theory A MPS Data Format References

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