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)		2013-06-28 15:28:57 +03:00
..
optim	Blank module and first draft of solver API.	2013-06-20 14:54:09 +03:00
optim.hpp	The first draft of simplex algorithm, simple tests.	2013-06-28 15:28:57 +03:00