simplex method

simplex method

Standard technique in linear programming for solving an optimization problem, typically one involving a function and several constraints expressed as inequalities. The inequalities define a polygonal region (see polygon), and the solution is typically at one of the vertices. The simplex method is a systematic procedure for testing the vertices as possible solutions.

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(algorithm)

simplex method - An algorithm for solving the classical linear programming problem; developed by George B. Dantzig in 1947. The simplex method is an iterative procedure, solving a system of linear equations in each of its steps, and stopping when either the optimum is reached, or the solution proves infeasible. The basic method remained pretty much the same over the years, though there were many refinements targeted at improving performance (eg. using sparse matrix techniques), numerical accuracy and stability, as well as solving special classes of problems, such as mixed-integer programming.