Linear Programming

$$ \displaylines{ \text{minimize } c^Tx \\ \text{subject to } A^T x=b, x\geq0 \\ x\in\mathbb{R}^n,c\in\mathbb{R}^n,A\in\mathbb{R}^{m×n},c\in\mathbb{R}^m } $$

Usage

driver.py is the driver code for quick start. A.csv b.csv c.csv should be in the same path.

Introduction

In revisedSimplex.py a class revisedSimplexSolver(directory of A, directory of b, directory of c) is implemented. The instancing takes three directories of the required .csv files.

The method bfs_initialization(self) is the phase 1 of simplex. It returns the simplex tableau and the basic variables after a BFS of the problem is found.

The method revised_simplex(self, digits=7, log=False) contains a revised simplex implementation. The argument digits is the precision of the numerical result. The argument log decides whether to print the log of debugging. This method returns a string of the revised simplex result.