Optimization: principles and algorithms, by Michel Bierlaire

Algorithm 16.5: Two phases simplex algorithm with tableau to solve a linear optimization problem in standard from. More...
Go to the source code of this file.
Functions  
function  twoPhasesSimplex (in A, in b, in c) 
Solve a linear optimization problem in standard form using the tableau simplex with two phases
subject to
and
where , and . More...  
Algorithm 16.5: Two phases simplex algorithm with tableau to solve a linear optimization problem in standard from.
Implementation of algorithm 16.5 of [1]
Definition in file twoPhasesSimplex.m.
function twoPhasesSimplex  (  in  A, 
in  b,  
in  c  
) 
Solve a linear optimization problem in standard form using the tableau simplex with two phases
subject to
and
where , and .
A  the constraint matrix 
b  the constraint right hand side 
c  the cost vector for the objective function 