Description:
Fortran Codes for Mathematical Programming - Linear, Quadratic & DiscreteAuthors: Ailsa. H. Land & Susan Powell
ISBN-13: 9780471512707
ISBN-10: 0471512702
Publication Date: 1973
Publisher: John Wiley & Sons Ltd
Hardcover
6.1 x 9.25 inches, 249 pages
This book lists the source code for various Mathematical Programming algorithms: linear, quadratic, integer, branch & bound, and parametric linear, plus discusses enough of the mathematics involved to make it all rational. The codes were developed at the London School of Economics to support coursework, so they have been debugged by generations of students. This author has used the code for Quadratic Programming to do mean-variance optimization for selection of efficient investment portfolios.
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Ailsa Horton Land (née Dicken; 14 June 1927 – 16 May 2021) was a Professor of Operational Research in the Department of Management at the London School of Economics and was the first woman professor of Operational Research in… Read More