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linprog

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linprog

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suite of files for performing the standard two phase simplex method on linear programming problems.

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Description

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.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.

Acknowledgements

This file inspired Dea Solver Light.

MATLAB release MATLAB 5.2 (R10)
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Comments and Ratings (15)
12 Feb 2014 Petter  
27 Sep 2012 shisong

it's very useful

21 Mar 2011 Andrew Newell

I hesitate to rate this because it was written for MATLAB 5.2, but it needs plenty of revision to work on 7.11. I found uses of "break" where "return" (or better, error statements) are needed; and the mysterious command "floppy". I was not strongly motivated to get the solver working, so I don't know how many other problems there are.

17 Dec 2010 Thomas  
26 May 2008 fateh kheris  
05 Jun 2007 sevy Baudis  
19 Feb 2007 amira alloum  
04 Sep 2006 muhammad tamjid  
15 Feb 2005 dinesh kumar

nice

16 Aug 2004 ibata clotaire  
27 Apr 2004 Sean Meyn

Does not work on OSX implementation: see below.
Also, phasei is not understood by this implementation of Matlab - must change phasei to Phasei in Linprog.m

>> size(A)
ans =
5 10
>> size(b)
ans =
5 1
>> Linprog(c,A,b)
The dimensions of b do not match the dimensions of A.

17 Mar 2004 moussa almou

diet problem source code.

31 Jan 2004 shanthi rani  
11 Sep 2003 Ronnie Gustafsson

Worked perfectly for my linear program using Matlab 6.5

24 Apr 2003 kamran fatahi  

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