Optimization: principles and algorithms, by Michel Bierlaire
Functions
simplex.m File Reference

Algorithm 16.2: Simplex methos. More...

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Functions

function simplex (in A, in b, in c, in basis)
 Applies the simplex method to solve $\min_x c^Tx$ subject to $Ax=b$ and $x \geq 0$ , where $A \in \mathbb{R}^{m\times n}$, $b \in \mathbb{R}^m$, and $c \in \mathbb{R}^n$. More...
 

Detailed Description

Algorithm 16.2: Simplex methos.

Implementation of algorithm 16.2 of [1]

Note
Tested with run1604simplex.m
Tested with run1607simplex.m
Author
Michel Bierlaire
Date
Sun Mar 22 11:50:34 2015

Definition in file simplex.m.

Function Documentation

function simplex ( in  A,
in  b,
in  c,
in  basis 
)

Applies the simplex method to solve $\min_x c^Tx$ subject to $Ax=b$ and $x \geq 0$ , where $A \in \mathbb{R}^{m\times n}$, $b \in \mathbb{R}^m$, and $c \in \mathbb{R}^n$.

Parameters
Athe constraint matrix
bthe constraint right hand side
cthe cost vector for the objective function
basisindices of the basic variables of a feasible basic solution
Returns
[solution,optvalue]
solution: an optimal solution
optvalue: the value of the objective function at the optimal solution
Copyright 2015-2016 Michel Bierlaire