• Alex Leontiev's avatar
    Non-optimized simplex algorithm. · a4a5e98c
    Alex Leontiev authored
    This version is supposed to work on all problems (please, let me know if
    this is not so), but is not optimized yet in terms of numerical
    stability and performance. Bland's rule is implemented as well, so
    algorithm is supposed to allow no cycling. Additional check for multiple
    solutions is added (in case of multiple solutions algorithm returns an
    appropriate return code of 1 and returns arbitrary optimal solution).
    Finally, now we have 5 tests.
    
    Before Thursday we have 4 directions that can be tackled in parallel:
    *) Prepare the pull request!
    *) Make the code more clear and readable (refactoring)
    *) Wrap the core solveLP() procedure in OOP-style interface
    *) Test solveLP on non-trivial tests (possibly test against
    http://www.coin-or.org/Clp/)
    a4a5e98c
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