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.
it's very useful
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.
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
The dimensions of b do not match the dimensions of A.
diet problem source code.
Worked perfectly for my linear program using Matlab 6.5