线性规划学习材料

线性规划预处理技术 - 相关书籍和论文

1. Linear programming
2. Efficient Presolving in Linear Programming by VISHNU V. SADHANA
3. A Modular Presolve Procedure for Large Scale Linear Programming 1995
4. 线性规划模型预处理技术 2008
5. Presolving in linear programming 1995
6. Interior point methods for linear programming: Computational state of the art 1994
7. Presolve analysis and interior point solutions of the linear programming coordination problem of directional overcurrent relays 2001

单纯形、对偶单纯形方法 - 书籍、论文和讲义

1. The Dual Simplex Method, Techniques for a fast and stable implementation 2005
2. Parallelizing the dual revised simplex method 2015 Q. Huangfu
3. The Simplex Method - Combinatorial Problem Solving (CPS) - slides
4. Progress in the dual simplex algorithm for solving large scale LP problems: techniques for a fast and stable implementation 2008
5. Progress in the dual simplex method for large scale LP problems: practical dual phase 1 algorithms，另一下载链接
6. Linear Programming solvers: the state of the art - slides Julian Hall 2019
7. Lecture 7 Lagrange Dual problem
8. Lecture 7 Linear Programming Duality U.C. Berkeley — CS270: Algorithms
9. Chapter 4 Duality stanford
10. Lecture 6 The Dual of Linear Program Stanford University — CS261: Optimization
11. Lecture 5 LP Duality∗ cs.cmu.edu
12. Duality Theory math.washington.edu
13. Duality in Linear Programming
14. Duality for Mixed-Integer Linear Programs
15. Duality in Linear Programming MIT

混合整数线性规划

1. Presolving Mixed-Integer Linear Programs 2010
2. Two-row and two-column mixed-integer presolve using hashing-based pairing methods 2020
3. Multi-Row Presolve Reductions in Mixed Integer Programming 2014

Matlab

1. Linear Programming Algorithms 说明文档

运筹学书籍

1. Model Building in Mathematical Programming, 5th Edition

Linear Programming Notes（加州大学圣迭戈分校 (UC San Diego)）

1. Linear Programming Notes I: Introduction and Problem Formulation
2. Linear Programming Notes II: Graphical Solutions
3. Linear Programming Notes III: A Simplex Algorithm Example
4. Linear Programming Notes IV: Solving Linear Programming Problems Using Excel
5. Linear Programming Notes V: Problem Transformations
6. Linear Programming Notes VI: Duality and Complementary Slackness
7. Linear Programming Notes VII: Sensitivity Analysis
8. Linear Programming Notes VIII: The Transportation Problem
9. Linear Programming Notes IX: Two-Person Zero-Sum Game Theory

Linear Programming Notes

1. Linear Programming Notes (Department of Mathematics University of Kentucky)
2. Linear Programming Notes (MIT)

Convex Optimization

1. Convex Optimization
   Stephen Boyd
   Department of Electrical Engineering
   Stanford University
   EE364a: Convex Optimization I

Other resourse

Fundamentals of Linear Optimization and Polyhedra
Math 340: Linear Programming