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simplex_solve

numra_optim::lp

Function simplex_solve 

Source 
pub fn simplex_solve<S: Scalar + SimpleEntity + Conjugate<Canonical = S> + ComplexField>(
    c: &[S],
    a_ineq: &[Vec<S>],
    b_ineq: &[S],
    a_eq: &[Vec<S>],
    b_eq: &[S],
    opts: &LPOptions<S>,
) -> Result<OptimResult<S>, OptimError>
Expand description

Solve a linear program using the Revised Simplex method.

ยงStandard form conversion

The user provides:

  • c: objective coefficients (minimize c^T x)
  • a_ineq: rows of A for inequality constraints A_ineq x <= b_ineq
  • b_ineq: RHS of inequality constraints
  • a_eq: rows of A for equality constraints A_eq x = b_eq
  • b_eq: RHS of equality constraints
  • All variables assumed non-negative (x >= 0)

Internally converts to standard form by adding slack variables: minimize c^T x subject to [A_eq; A_ineq | I] [x; s] = [b_eq; b_ineq], x >= 0, s >= 0