SimplexScaling:
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Scales the multipliers of the slack variables in the 'a' matrix
for numerical stability in the simplex solver. Note: the
solution to the scaled simplex problem will produce the correct
vector of parameters, but the values of the slack varibles will not
be consistent with the original problem. If needed, the slack
variables can be recreated with 'anorm'. The matrix 'a' should be
constructed such that the slack variables are located at the end of the
parameter vector 'x'.
Since version 8.
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Form:
[a_new,anorm,b_new] = SimplexScaling(a,b,nslack)
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Inputs
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a (m,n) Constraint matrix to be sent to Simplex.m
b (m,1) Constraint vector to be sent to Simplex.m
nslack (1,1) Number of slack variables in used in a
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Outputs
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a_new (m,n) Scaled constraint matrix
anorm (m,1) Vector of the norms of each row in 'a'
b_new (m,1) Scaled constraint vector
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Children:
Math: Linear/Mag