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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 |