[FF] - 2007-06-10 - Simplex Algorithm, created by the North American mathematician George Dantzig in 1947, is a popular technique for numerical solution of the linear programming problem. This implementation deals with problems expressed in ''standard form'', that means: '''minimization of a linear function''' respecting a number of constraints (linear), and that all variables are positive.

We could write the problem (in standard form) in a matrix way:

 min f(x)
 Ax = b
 x >= 0

where f(x) is a linear function '''R^n -> R''' and Ax = b is a linear system of m equations (in matrix form) in n variables, representing the constraints.

In the code below I called Fn the function, Cn the coefficients matrix for the constraints, Cb is the b vector.

'''See also:'''

http://en.wikipedia.org/wiki/Simplex_algorithm

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Code to be replaced using [math], part of [tcllib]
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[[ [Category Mathematics] | [Category Tcl Library] ]]