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
lpSimplex implements an active
set strategy (Simplex method)
for Linear Programming using an additional set
of slack variables for the
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).