Example program showing how to use the Simplex solver. More...
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Functions | |
| int | main (int argc, char **argv) |
Detailed Description
Example program showing how to use the Simplex solver.
This is a very basic example where we use the Simplex method to solve the problem:
\begin{equation} \min -x_1+x_2 \quad \text{s.t.}\; \begin{cases} -4x_1 -x_2 \leq -5 \\ x_1 - 4x_2 \leq -3 \\ 2x_1 - x_2 \leq 8 \\ x_1 \geq 0 \\ x_2 \geq 0 \end{cases} \end{equation}
The objective and constraints, in matrix form, write as:
\begin{equation} \mathrm{\mathbf{f}} = \begin{bmatrix} -1 \\ 1 \end{bmatrix} \quad \mathrm{\mathbf{C}} = \begin{bmatrix} -4 & -1 \\ 1 & -4 \\ 2 & -1 \\ -1 & 0 \\ 0 & -1 \end{bmatrix} \quad \mathrm{\mathbf{d}} = \begin{bmatrix} -5 \\ -3 \\ 8 \\ 0 \\ 0 \end{bmatrix} \end{equation}
Definition in file simplex_example.cpp.
Function Documentation
◆ main()
| int main | ( | int | argc, |
| char ** | argv | ||
| ) |
Definition at line 29 of file simplex_example.cpp.
