6. Simplex convergence
At each stage of the simplex algorithm (in phase 2), we can distinguish remarkable cases, all of which lead to the algorithm being stopped:
1. If the reduced costs are all strictly negative, i.e. , then the current feasible basic solution is the unique optimum (see figure 3 );
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Simplex convergence
Bibliography
Software tools
GLPK – Gnu Linear Programming Kit (Linux version) [Software]
LPSOLVE, (multi-platform version under LGPL license)
IBM ILOG CPLEX Optimization Studio (multi-platform version)
MATLAB – Optimization toolbox
CMPL –
Websites
COIN-OR: COmputational INfrastructure for Operations Research
ROADEF: French Society for Operational Research and Decision Support
http://www.roadef.org/content/index.htm
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