• Alex Leontiev's avatar
    Created skeleton for simplex method. · b216c094
    Alex Leontiev authored
    Added LPSolver class together with two nested classes: LPFunction and
    LPConstraints. These represent function to be maximized and constraints
    imposed respectively. They are implementations of interfaces Function
    and Constraints respectively (latter ones are nested classes of Solver
    interface, which is generic interface for all optimization algorithms to
    be implemented within this project).
    
    The next step is to implement the simplex algorithm! First, we shall
    implement it for the case of constraints of the form Ax<=b and x>=0.
    Then, we shall extend the sets of problems that can be handled by the
    conversion to the one we've handled already. Finally, we shale
    concentrate on numerical stability and efficiency.
    b216c094
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