Optimization Using Linear Programming

Master linear programming with this comprehensive guide, covering fundamentals, advanced methods, and practical applications using Excel, MATLAB, and Lindo.

Key Features

Comprehensive coverage of linear programming

Practical examples using software tools

In-depth exploration of advanced topics

Book Description

This book is designed for engineers, mathematicians, computer scientists, financial analysts, and anyone interested in using numerical linear algebra, matrix theory, and game theory to solve applied problems efficiently. It emphasizes solving linear programming problems with software like MS-Excel, Mathematica, MATLAB, WinQSB, and LINDO, while providing the necessary definitions and theorems for mastering theoretical aspects. The journey begins with basics of linear algebra using MS-Excel, followed by an introduction to linear programming problems and the graphical method. It then delves into the simplex method, duality, and sensitivity analysis. The course covers transportation, transshipment, assignment problems, and concludes with game theory. Each chapter builds on the previous one, ensuring a comprehensive understanding of the topics. Understanding these concepts is crucial for solving complex applied problems. This book transitions readers from basic to advanced techniques in numerical linear algebra and linear programming, combining theoretical knowledge with practical applications. It is an essential resource for mastering these topics and maximizing efficiency in problem-solving.

What you will learn

Master the basics of linear algebra

Formulate linear programming models

Solve problems using the Simplex Method

Conduct sensitivity analysis

Address transportation and assignment problems

Apply game theory to optimization

Who this book is for

This book is ideal for students, researchers, and professionals in operations research, mathematics, and engineering fields. A basic understanding of linear algebra and optimization concepts is recommended.