/lp-algorithm

A minimized implementation of several popular algorithms for linear programming (Simplex, Interior-Point)

Primary LanguagePython

Linear Programming Algorithms

A minimized implementation of several popular algorithms for linear programming.

  • simplex.py: The Simplex method, following Chapter 13 of [1]
  • interior_point.py: Interior-Point method, following Chapter 14 of [1]

References

  1. Jorge Nocedal and Stephen J. Wright. Numerical optimization. Springer series in operationsresearch. Springer, New York, 2nd ed edition, 2006. 00618 OCLC: ocm6