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Linear Programming with Mathematica

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  • Carter, Michael

Abstract

We exploit the symbolic manipulation capability of Mathematica to elucidate the simplex algorithm of linear programming clearly and intuitively. We then develop a set of tools for conducting sensitivity analysis of the optimal solution. In order to utilize Mathematica's efficient linear programming routine, we develop a function which can deduce the final tableau from the Spartan output of ConstrainedMax. This final tableau contains all the information usually provided by a good linear programming package, which can than be explored using the techniques of sensitivity analysis developed in the paper. This enables the package to be applied to a substantive problem, relying on Mathematica's native code for intensive computation. To illustrate, we apply the package to analyse a classic problem in efficient nutrition.

Suggested Citation

  • Carter, Michael, "undated". "Linear Programming with Mathematica," Department of Economics Discussion Papers 263763, University of Canterbury - New Zealand.
    • Handle: RePEc:ags:canzdp:263763
    DOI: 10.22004/ag.econ.263763
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