Simplex Method

Definition

Simplex Method is an algorithm for solving linear programming problems:

Minimize (or Maximize) c^T x Subject to: Ax ≤ b, x ≥ 0

Process

• Convert problem to standard form.
• Start at a basic feasible solution.
• Move along edges of feasible region to improve objective function.
• Stop when no improvement is possible.

Applications

• Operations research, resource allocation.

MATLAB File

/LinearProgramming/simplex_method.m