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1 Commits (ddc0010e7da6daa4d8b6a543e853ef0b0ff4ff33)
| Author | SHA1 | Message | Date |
|---|---|---|---|
Alex Leontiev
|
ddc0010e7d |
The first draft of simplex algorithm, simple tests.
What we have now corresponds to "formal simplex algorithm", described in Cormen's "Intro to Algorithms". It will work *only* if the initial problem has (0,0,0,...,0) as feasible solution (consequently, it will work unpredictably if problem was unfeasible or did not have zero-vector as feasible solution). Moreover, it might cycle. TODO (first priority) 1. Implement initialize_simplex() procedure, that shall check for feasibility and generate initial feasible solution. (in particular, code should pass all 4 tests implemented at the moment) 2. Implement Bland's rule to avoid cycling. 3. Make the code more clear. 4. Implement several non-trivial tests (??) and check algorithm against them. Debug if necessary. TODO (second priority) 1. Concentrate on stability and speed (make difficult tests) |
12 years ago |