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2018
Previous editions: 2017 | 2016 | 2015 | 2014
Renan Domingues

UFPR - Federal University of Paraná



LU update in the Simplex Method

Linear programming is highly used for problem solving, since many real life applications can be well represented by minimizing costs under constraints, allowing the most efficient way to allocate and manage resources. This study is focused in the Simplex method, a linear optimization search method characterized by moving along the edges of the viable region while always decreasing the function value.

The revised Simplex method was studied and implemented along with the LU update for performance improvement, aiming for the solution of large scale sparse problems. The method was implemented fully in the Julia Language and tested against the available solvers in the JuMP platform.

Speaker's bio

I’m an undergraduate chemical engineering student from Brazil. I love science and computational mathematics and hope to be working with research in the future.