Simplex:

Path: Math/Analysis

% Uses the simplex method to minimize the cost when solving the problem
   au = b and the cost is cu. Constraints should be stacked in the
   following order:  hard, soft equality, soft inequality.

   Type Simplex for a demo.

   Since version 1.
--------------------------------------------------------------------------
   Form:
   [u, f, rc] = Simplex( c, a, b, maxValue, maxIter, slack, relax,
   nhardcon, nsofteq )
--------------------------------------------------------------------------

   ------
   Inputs
   ------
   c             (1,n)	Cost vector
   a             (m,n)	Constraint matrix
   b             (m,1)	Right-hand-side
   maxValue      (1,1)	Maximum constraint on u
   maxIter       (1,1)	Maximum number of iterations
   slack         (1,1)	Optional. Set to 1 for a*u <= b    
                                 Set to 0 for a*u  = b    (default)
   relax         (1,1)	Optional. Set to 1 to relax infeasible constraint
                                 Set to 0 for hard constraints (dflt)
   nhardcon      (1,1)	Number of hard constraints (used if relax = 1)
   nsofteq       (1,1)	Number of soft equality constraints (if relax=1)

   -------
   Outputs
   -------
   u             (n,1)	Solution
   f             (1,1)	Feasible solution = 1, No feasible solution = 0
   rc            (:,l)	Vector denoting which constraints were relaxed

--------------------------------------------------------------------------

Children:

Common: General/DispWithTitle
Math: Analysis/Simplex2
Math: Linear/Mag

Back to the Math Module page