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I need to develop a program that formulates a solution for an LP using the two phase simplex algorithm. The program needs to be designed in a manner where the Basic variables are excluded from the calculation to save memory.
Posted 10-Oct-12 22:47pm

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Solution 1

Hello. The theory is described for example here:
http://www.statslab.cam.ac.uk/~ff271/teaching/opt/notes/notes8.pdf[^]
 
But you can also find many other explanations of the algorithm here:
http://lmgtfy.com/?q=two+phase+simplex+algorithm[^]
 
I hope this will help you. If you have specific problems implementing this algorithm in C# you're welcome to ask about it.
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Comments
Member 8686696 at 17-Oct-12 8:17am
   
"revised" simplex method
Knowing the current tableau's B(inverse) and the initial tableau are all that's needed to obtain the next tableau, so the computational effort required to solve an LP by the revised simplex depends primarily on the size of the B(inverse).
 
...
i fully understand the working of the normal simplex algorithm, so referral is honestly not worthwhile

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