Algorithm 16.2: Simplex methos. More...

Functions
function	simplex (in A, in b, in c, in basis)
	Applies the simplex method to solve $\min_x c^Tx$ subject to 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

◆ simplex()

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

A	the constraint matrix
b	the constraint right hand side
c	the cost vector for the objective function
basis	indices 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

Functions

Detailed Description

Function Documentation

◆ simplex()