Simplex algorithm

• Implementation of 'two-phase revised simplex method' in 'Introduction to linear optimization' (Bertsimas, Dimitris, and John N. Tsitsiklis) which was done in August, 2021 as a part of summer LP study.

Description

• main.py: choose the problem instance and run the simplex algorithm
• Simplex.py: 'two-phase revised simplex method' in chapter 3 of the above mentioned book
• Problem_set.pu: generation of LP problem instances including examples in the book

Example