Simplex-Method
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Implementation of Simplex Algorithm and Branch & Bound Algorithm
Simplex Algorithm in MATLAB
Implementation of Simplex algorithm with Lexicographical minimum ratio test and Intiger pivoting for minimization. Solves linear problems of the form LP>=
Inputs:
A: m x n matrix of inequalities (>=)
a: m x 1 right hand side
c: optimization function
Outputs:
x: best feasible solution
cx: cost of the solution due to c
y: solution of the dual problem
Branch & Bound
Implementation of the Branch & Bound algorithm for Integer Linear Programming.
Inputs:
A: m x n matrix of inequalities (>=)
a: m x 1 right hand side
c: optimization function
Outputs:
x: best integer solution
cx: cost of the integer solution due to c
Additional functions
lp_inequalities: converts a LPG problem in a LP problem with inequalities
lp_equalities: converts a LPG problem in a LP problem with equalities