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

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

\[ \min_{x \in \mathbb{R}^n} c^T x \]

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 16.5: Two phases simplex algorithm with tableau to solve a linear optimization problem in standard from.

Implementation of algorithm 16.5 of [1]

Note
Tested with run1615.m
Tested with run1616.m
Calls simplexTableau
Calls pivoting
Called by transhipment
Called by gomory
Author
Michel Bierlaire
Date
Sun Mar 22 14:25:13 2015

Definition in file twoPhasesSimplex.m.

Function Documentation

function twoPhasesSimplex ( in  A,
in  b,
in  c 
)

Solve a linear optimization problem in standard form using the tableau simplex with two phases

\[ \min_{x \in \mathbb{R}^n} c^T x \]

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
Returns
[x,copt,finaltableau]
x the optimal solution
copt the value of the objective function
finaltableau the optimal tableau
Copyright 2015-2016 Michel Bierlaire