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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