\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)
simplex_method¶
abs_normal: Solve a Linear Program Using Simplex Method¶
Prototype¶
template <class Vector>
bool simplex_method(
size_t level ,
const Vector& A ,
const Vector& b ,
const Vector& c ,
size_t maxitr ,
Vector& xout )
Source¶
This following is a link to the source code for this example: simplex_method.hpp .
Problem¶
We are given \(A \in \B{R}^{m \times n}\), \(b \in \B{R}^m\), \(c \in \B{R}^n\). This routine solves the problem
level¶
This value is less than or equal two. If level == 0 , no tracing is printed. If level >= 1 , a trace \(x\) and the corresponding objective \(z\) is printed at each iteration. If level == 2 , a trace of the simplex Tableau is printed at each iteration.