📄 readme.txt
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This directory contains a suite of files for performing the standard
two phase simplex method on linear programming problems. The three files
LINPROG.DOC, PHASEI.DOC and PHASEII.DOC are fully documented versions of
the m-files LINPROG.M, PHASEI.M and PHASEII.M. In addition, there are
a number of mat-files containing examples.
The files OPT1.MAT, OPT2.MAT and OPT3.MAT contain matrices for LP's
possessing an optimal solution. These particular LP's are of a type
attributed to V. Klee for which the m x 2m system of constraints requires
2^m - 1 iterations (half during phase I and half during phase II). The
file INFEAS.MAT contains an LP that is infeasible. The file PHIDEGEN.MAT
contains an LP for which phase I produces a degenerate solution, but for
which the original LP has an optimal solution. The file UNBOUND.MAT contains
an LP that has an unbounded, feasible ray along which the objective value
will tend to infinity.
These files should perform well on "small" problems where A is m x n
with m,n < 100 . This version does NOT implement the Revised Simplex Method
and it uses neither any implicit inverse update schemes nor any sophisticated
entering variable selection scheme.
These programs were originally written in December, 1993 for version 4.0
of Matlab. They have been revised for version 5.0 in October, 1997.
Jeff Stuart
Department of Mathematics
University of Southern Mississippi
Hattiesburg, MS 39406 USA
jeffrey.stuart@usm.edu
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