| |
|
|
lpSimplex
lpSimplex is a fast and robust simplex algorithm
for linear programming, including crash basis saving and hot starts. It
takes a general lower and upper bound format for both simple bound and
linear constraints.
Main features
-
lpSimplex implements an active
set strategy (Simplex method)
for Linear Programming using an additional set
of slack variables for the
linear constraints.
-
Variable selection rule is one of:
Minimum reduced cost,
Bland's rule (default) and
Minimum reduced cost ( Dantzig's rule).
-
If the given starting point is not feasible then
a Phase I objective is used until a feasible
point is found.
-
Warm start could be used with a basis from a file, or
directly given in the TOMLAB Prob structure
(the result from a previous run is automatically stored).
|
|
