Chapter 11 Mathematical programming systems

Publisher Summary This chapter presents the organizational structure of basic mathematical programming system (MPS) data. The pervasiveness of linear programming (LP) in the commercial, applied, operations research community can be largely attributed to one characteristic of LP; if a physical situation can be abstracted to a model that can be expressed in the LP normal form, then there are several algorithms—the simplex is one and a host of implementations—mathematical programming systems (MPSs) can be applied to that normal form to produce an optimal solution to the model. Mathematical programming systems are much more than just implementations of the algorithms. The practical details of efficient implementation require large suites of computer programs with many options and perhaps many solution strategies which attempt to take advantage of the characteristics of different models. With the increasing size of models, being built, this power and flexibility is critical. Equally critical is the data management required to handle these models.

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