Optimization: principles and algorithms, by Michel Bierlaire
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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 | |
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 |