DualSimplexTest

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22. def test(a: MatrixD, b: VectorD, c: VectorD, x_B: Array[Int]): Unit

    Test the DualSimplex Algorithm for solving Linear Programming problems.

    Test the DualSimplex Algorithm for solving Linear Programming problems.

    a

    the constraint matrix

    b

    the limit/RHS vector

    c

    the cost vector

23. def test1(): Unit

    Test case 1: Initialize matrix 'a', vectors 'b' and 'c', and optionally the basis 'x_B'.

    Test case 1: Initialize matrix 'a', vectors 'b' and 'c', and optionally the basis 'x_B'. For DualSimplex, matrix 'a' and vector 'c' are not augmented. -------------------------------------------------------------------------- Minimize z = 2x_0 + 3x_1 + 4x_2 Subject to 1x_0 + 2x_1 + 1x_2 >= 3 2x_0 - 1x_1 + 3x_2 >= 4 where z is the objective variable and x is the decision vector. Since constraints are >=, multiply by rows by -1 -------------------------------------------------------------------------- Dual Solution: x = (11/5, 2/5), x_B = (0, 1), f = 28/5

    See also

    Linear Programming and Network Flows, Example 6.6

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