Contents

2. Linear Optimization

• 2.1 Introduction
• 2.2 Function Calls
• 2.3 Linear Programming
• 2.3.1 The Simplex Method
• 2.3.2 Sensitivity Analysis
• 2.3.3 Primal Affine Scaling
• 2.3.4 Primal-Dual Interior-Point Method
• 2.4 Mixed-Integer Programming
• 2.5 Pure Binary Problems
• 2.6 Another Example: Using the ReadMPS Routine

• 3.1 Introduction
• 3.2 Function Calls
• 3.3 Example

• 4.1 Introduction
• 4.2 Function Calls
• 4.3 Example

• 5.1 Introduction
• 5.2 Utility Functions
• 5.3 Example Data Set
• 5.4 Simulated Annealing
• 5.5 Ant Colony System
• 5.6 Hungarian Method
• 5.7 Branch and Bound
• 5.8 Add-and-Drop Heuristics
• 5.9 Permutation Heuristics

Appendix B: Installation