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