simplex method

[′sim‚pleks ¦meth·əd]

(mathematics)

A finite iterative algorithm used in linear programming whereby successive solutions are obtained and tested for optimality.

simplex method

(algorithm)

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.

This article is provided by FOLDOC - Free Online Dictionary of Computing (foldoc.org)

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References in periodicals archive

This paper introduces the structure of SVN-number in a different way to opt the notion of generalized single valued trapezoidal neutrosophic number ([G.sub.SVTN]number), generalized single valued triangular neutrosophic number ([G.sub.SVTrN]-number) and develops an algorithm to solve N LP-problem by simplex method. The proposed simplex algorithm is applied to a real life problem.

Generalised single valued neutrosophic number and its application to neutrosophic linear programming

Starting points are generated randomly and local optimization by Nelder-Mead downhill simplex method [11] and Powell's method [14] is applied.

On the Accuracy of Some Absorbing Boundary Conditions for the Schrodinger Equation

Keywords: Nelder-Mead Simplex Method, Stagnation, Repeated Focused inside Contractions, Remedy and Positive Basis.

LOW COST EFFICIENT REMEDIAL STRATEGY FOR STAGNATED NELDER MEAD SIMPLEX METHOD

Using the Nelder-Mead simplex method [17, 18], the estimated values of unknown parameters are retrieved.

An Improved Clutter Suppression Method for Weather Radars Using Multiple Pulse Repetition Time Technique

The students are now asked to use the simplex method (Johnson, 2016).

Coding in senior school mathematics with live editing

Wolfe [2] modified the simplex method to solve quadratic programming problem by adding conditions of the Karush-Kuhn-Tucker (KKT) and changing the objective function of quadratic forms into a linear form.

Extension of Wolfe Method for Solving Quadratic Programming with Interval Coefficients

Using simplex method to solve LRP([Z.sup.0]), set its optimum solution [y.sup.0] and optimum value UB([Z.sup.0]), respectively.

An Effective Algorithm for Globally Solving Sum of Linear Ratios Problems

Simplex method (SM) has the characteristics of fast search speed, small computation amount, and strong local optimization ability.

A Hybrid Lightning Search Algorithm-Simplex Method for Global Optimization

He addresses 1-D algorithms, the conjugate gradient method, the Broyden-Fletcher-Goldfarb-Shanno algorithm, the Powell method, the penalty function, the augmented Lagrange multiplier method, sequential quadratic programming, the method of feasible directions, genetic algorithms, particle swarm optimization, simulated annealing, ant colony optimization, and tabu search methods, as well as multiobjective optimization problems, the simplex method and affine-scaling interior point method for solving linear programming problems, dynamic programming, and Gomory's cutting plane method, branch-and-bound method, and Balas' algorithm for integer programming.

Optimization: Algorithms and Applications