• Alex Leontiev's avatar
    The first draft of simplex algorithm, simple tests. · ddc0010e
    Alex Leontiev authored
    What we have now corresponds to "formal simplex algorithm", described in
    Cormen's "Intro to Algorithms". It will work *only* if the initial
    problem has (0,0,0,...,0) as feasible solution (consequently, it will
    work unpredictably if problem was unfeasible or did not have zero-vector as
    feasible solution). Moreover, it might cycle.
    
    TODO (first priority)
    1. Implement initialize_simplex() procedure, that shall check for
    feasibility and generate initial feasible solution. (in particular, code
    should pass all 4 tests implemented at the moment)
    2. Implement Bland's rule to avoid cycling.
    3. Make the code more clear.
    4. Implement several non-trivial tests (??) and check algorithm against
    them. Debug if necessary.
    
    TODO (second priority)
    1. Concentrate on stability and speed (make difficult tests)
    ddc0010e
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